-0.7%
CDW vs IRE
-84.4%
+83.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +14.0% | -15.0% | -0.9% |
| 7D | +3.2% | +54.8% | -51.6% | +3.6% |
| 30D | +9.3% | +18.4% | -9.1% | +9.6% |
| 3M | +9.8% | -66.7% | +76.5% | +10.0% |
| 6M | +23.3% | -52.3% | +75.7% | +24.0% |
| YTD | +13.7% | -52.3% | +66.0% | +12.3% |
| All | -0.7% | -84.4% | +83.8% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling