+319.5%
CDW vs IT
+96.9%
+222.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.4% | +4.6% |
| 7D | +9.3% | -18.8% | +28.1% | +19.3% |
| 30D | +15.8% | -0.1% | +15.9% | +14.8% |
| 3M | +21.8% | +2.9% | +18.9% | +18.0% |
| 6M | +58.8% | +20.4% | +38.4% | +40.0% |
| YTD | +22.8% | -24.3% | +47.1% | +31.9% |
| 1Y | +17.9% | -17.2% | +35.1% | +20.6% |
| 3Y | -17.4% | -52.4% | +35.0% | +8.1% |
| 5Y | -5.7% | -43.7% | +38.0% | +9.3% |
| 10Y | +319.5% | +90.3% | +229.2% | +135.9% |
| All | +319.5% | +96.9% | +222.6% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling