-16.3%
CDW vs NYT
+38.8%
-55.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.5% | +7.4% | +7.7% |
| 7D | +0.9% | -0.6% | +1.5% | +1.1% |
| 30D | +13.1% | +4.6% | +8.5% | +11.8% |
| 3M | +19.7% | -9.6% | +29.2% | +22.4% |
| 6M | +30.7% | -14.0% | +44.7% | +34.2% |
| YTD | +14.7% | -2.8% | +17.5% | +13.5% |
| 1Y | -5.3% | +15.6% | -20.9% | -11.1% |
| 3Y | -23.8% | +56.3% | -80.2% | -36.3% |
| All | -16.3% | +38.8% | -55.1% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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