-3.9%
CDW vs M
+0.1%
-4.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.8% |
| 7D | +13.1% | +5.0% | +8.1% | +12.1% |
| 30D | +19.1% | +10.6% | +8.5% | +16.9% |
| 3M | +24.7% | +1.6% | +23.1% | +24.2% |
| 6M | +63.4% | +30.8% | +32.5% | +53.6% |
| YTD | +26.3% | +16.9% | +9.4% | +20.8% |
| 1Y | +20.6% | +26.3% | -5.7% | +13.3% |
| 3Y | -16.3% | +158.6% | -174.9% | -35.7% |
| 5Y | -3.9% | +2.1% | -6.0% | -15.3% |
| All | -3.9% | +0.1% | -4.0% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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