-22.2%
CDW vs RUN
-8.7%
-13.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -0.9% |
| 7D | +2.1% | +33.4% | -31.3% | +0.1% |
| 30D | +14.7% | +31.1% | -16.4% | +12.6% |
| 3M | +11.1% | +6.4% | +4.7% | +10.3% |
| 6M | +45.6% | -22.2% | +67.8% | +46.8% |
| YTD | +17.1% | -45.8% | +62.9% | +19.7% |
| 1Y | +13.2% | -51.1% | +64.3% | +16.1% |
| 3Y | -22.2% | -3.0% | -19.2% | -29.1% |
| All | -22.2% | -8.7% | -13.5% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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