+892.4%
CDW vs IT
+231.3%
+661.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +0.9% |
| 7D | +2.1% | -16.9% | +19.0% | +10.0% |
| 30D | +14.7% | +2.3% | +12.4% | +12.6% |
| 3M | +11.1% | +2.9% | +8.3% | +7.8% |
| 6M | +45.6% | +25.9% | +19.7% | +26.3% |
| YTD | +17.1% | -24.6% | +41.7% | +25.5% |
| 1Y | +13.2% | -16.0% | +29.2% | +14.8% |
| 3Y | -22.2% | -51.6% | +29.4% | -0.4% |
| 5Y | -10.1% | -42.6% | +32.5% | +2.8% |
| 10Y | +307.0% | +103.6% | +203.4% | +137.3% |
| All | +892.4% | +231.3% | +661.1% | +442.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling