-22.8%
CDW vs IT
-44.6%
+21.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.4% | +2.2% | -2.4% |
| 7D | -3.9% | -9.1% | +5.3% | -0.3% |
| 30D | +6.9% | -7.0% | +13.9% | +9.4% |
| 3M | +7.7% | +7.6% | +0.1% | +2.6% |
| 6M | +18.3% | +2.1% | +16.2% | +14.3% |
| YTD | +7.8% | -31.6% | +39.3% | +21.6% |
| 1Y | -12.2% | -29.9% | +17.7% | -2.7% |
| 3Y | -28.9% | -51.3% | +22.3% | -10.0% |
| 5Y | -22.8% | -44.8% | +22.0% | -12.9% |
| All | -22.8% | -44.6% | +21.8% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling