-5.7%
CDW vs INDA
+9.4%
-15.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +4.2% |
| 7D | +9.3% | +6.1% | +3.2% | +5.3% |
| 30D | +15.8% | +11.7% | +4.1% | +7.8% |
| 3M | +21.8% | +2.1% | +19.7% | +20.3% |
| 6M | +58.8% | +3.2% | +55.6% | +55.5% |
| YTD | +22.8% | -4.9% | +27.7% | +26.7% |
| 1Y | +17.9% | -4.4% | +22.3% | +21.0% |
| 3Y | -17.4% | +17.6% | -35.0% | -30.0% |
| 5Y | -5.7% | +9.9% | -15.6% | -18.0% |
| All | -5.7% | +9.4% | -15.2% | -18.0% |
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