+863.2%
CDW vs HIG
+500.5%
+362.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | +3.2% | +0.3% | +2.9% | +3.0% |
| 30D | +9.3% | -3.2% | +12.5% | +10.7% |
| 3M | +9.8% | +9.1% | +0.6% | +5.2% |
| 6M | +23.3% | -1.8% | +25.1% | +23.6% |
| YTD | +13.7% | +1.8% | +11.9% | +12.1% |
| 1Y | -6.5% | +4.6% | -11.0% | -9.2% |
| 3Y | -25.2% | +101.6% | -126.9% | -46.7% |
| 5Y | -19.5% | +124.5% | -144.0% | -45.7% |
| 10Y | +285.8% | +317.8% | -32.0% | +89.7% |
| All | +863.2% | +500.5% | +362.7% | +326.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling