-15.3%
CDW vs IT
-53.3%
+38.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.9% |
| 7D | +9.3% | +1.1% | +8.3% | +9.0% |
| 30D | +14.4% | -1.8% | +16.2% | +14.3% |
| 3M | +21.4% | +4.8% | +16.6% | +18.3% |
| 6M | +72.8% | +33.0% | +39.8% | +54.7% |
| YTD | +28.0% | -23.8% | +51.9% | +35.4% |
| 1Y | +19.3% | -16.5% | +35.9% | +21.7% |
| 3Y | -15.3% | -53.6% | +38.3% | +9.7% |
| All | -15.3% | -53.3% | +38.0% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling