+863.2%
CDW vs IT
+224.9%
+638.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | +1.0% |
| 7D | +3.2% | -6.0% | +9.2% | +5.9% |
| 30D | +9.3% | 0.0% | +9.3% | +8.7% |
| 3M | +9.8% | +13.1% | -3.3% | +1.4% |
| 6M | +23.3% | +11.7% | +11.6% | +13.6% |
| YTD | +13.7% | -26.1% | +39.8% | +24.5% |
| 1Y | -6.5% | -21.3% | +14.8% | -1.5% |
| 3Y | -25.2% | -46.7% | +21.5% | -8.5% |
| 5Y | -19.5% | -40.5% | +21.0% | -8.7% |
| 10Y | +285.8% | +103.9% | +181.9% | +128.0% |
| All | +863.2% | +224.9% | +638.4% | +437.7% |
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 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