-22.8%
CDW vs MTB
+102.5%
-125.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -5.0% |
| 7D | -3.9% | +2.8% | -6.6% | -4.9% |
| 30D | +6.9% | -4.2% | +11.1% | +8.6% |
| 3M | +7.7% | +7.8% | -0.1% | +4.4% |
| 6M | +18.3% | +14.8% | +3.5% | +11.7% |
| YTD | +7.8% | +20.8% | -13.0% | -0.4% |
| 1Y | -12.2% | +23.1% | -35.3% | -19.5% |
| 3Y | -28.9% | +114.8% | -143.8% | -46.8% |
| 5Y | -22.8% | +103.3% | -126.1% | -42.7% |
| All | -22.8% | +102.5% | -125.2% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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