-22.2%
CDW vs LEN
-18.1%
-4.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.1% |
| 7D | +2.1% | +2.1% | 0.0% | +1.6% |
| 30D | +14.7% | +16.6% | -1.8% | +10.6% |
| 3M | +11.1% | +5.3% | +5.8% | +9.2% |
| 6M | +45.6% | -0.8% | +46.3% | +44.4% |
| YTD | +17.1% | -11.7% | +28.8% | +19.3% |
| 1Y | +13.2% | -24.6% | +37.8% | +20.1% |
| 3Y | -22.2% | -18.7% | -3.5% | -26.2% |
| All | -22.2% | -18.1% | -4.1% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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