-22.8%
CDW vs INDA
+7.2%
-30.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.6% | -3.5% | -4.1% |
| 7D | -3.9% | -1.0% | -2.9% | -3.2% |
| 30D | +6.9% | -2.5% | +9.4% | +8.8% |
| 3M | +7.7% | +4.0% | +3.7% | +5.0% |
| 6M | +18.3% | -1.8% | +20.1% | +19.1% |
| YTD | +7.8% | -9.2% | +16.9% | +14.6% |
| 1Y | -12.2% | -7.2% | -5.0% | -8.3% |
| 3Y | -28.9% | +9.8% | -38.8% | -36.7% |
| 5Y | -22.8% | +7.5% | -30.3% | -33.3% |
| All | -22.8% | +7.2% | -30.0% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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