-25.0%
CDW vs S
+16.9%
-42.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | +3.2% | -7.7% | +10.9% | +4.9% |
| 30D | +9.3% | -5.3% | +14.6% | +10.3% |
| 3M | +9.8% | +20.3% | -10.5% | +4.8% |
| 6M | +23.3% | +47.4% | -24.0% | +12.3% |
| YTD | +13.7% | +32.5% | -18.9% | +5.3% |
| 1Y | -6.5% | +9.5% | -16.0% | -10.5% |
| All | -25.0% | +16.9% | -42.0% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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