-22.8%
CDW vs HIG
+122.5%
-145.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.0% | -3.2% | -4.3% |
| 7D | -3.9% | -1.1% | -2.8% | -3.3% |
| 30D | +6.9% | -4.9% | +11.8% | +9.3% |
| 3M | +7.7% | +6.8% | +0.9% | +4.2% |
| 6M | +18.3% | -1.7% | +20.0% | +18.7% |
| YTD | +7.8% | -0.2% | +8.0% | +7.2% |
| 1Y | -12.2% | +5.7% | -17.9% | -15.4% |
| 3Y | -28.9% | +100.3% | -129.2% | -52.7% |
| 5Y | -22.8% | +118.5% | -141.3% | -53.3% |
| All | -22.8% | +122.5% | -145.3% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling