+3.2%
CDW vs IRE
-98.0%
+101.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -33.9% | +27.8% | -6.4% |
| 7D | -4.1% | -57.1% | +53.0% | -4.7% |
| 30D | +16.7% | -84.4% | +101.2% | +15.2% |
| 3M | +13.6% | -85.0% | +98.5% | +12.3% |
| 6M | +17.0% | -95.2% | +112.3% | +16.3% |
| YTD | +18.1% | -93.9% | +112.1% | +15.1% |
| 1Y | +10.5% | -98.8% | +109.3% | +12.0% |
| All | +3.2% | -98.0% | +101.3% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling