-3.7%
CDW vs S
-71.1%
+67.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +9.3% | +2.0% | +7.4% | +8.9% |
| 30D | +14.4% | -2.7% | +17.1% | +14.8% |
| 3M | +21.4% | -6.9% | +28.3% | +22.1% |
| 6M | +72.8% | +38.1% | +34.7% | +61.9% |
| YTD | +28.0% | +48.0% | -20.0% | +18.0% |
| 1Y | +19.3% | +34.5% | -15.1% | +11.3% |
| 3Y | -15.3% | +38.3% | -53.6% | -23.2% |
| All | -3.7% | -71.1% | +67.4% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling