-6.4%
CDW vs S
-56.8%
+50.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | +3.2% | -7.7% | +10.9% | +4.5% |
| 30D | +9.3% | -5.3% | +14.6% | +10.0% |
| 3M | +9.8% | +20.3% | -10.5% | +6.3% |
| 6M | +23.3% | +47.4% | -24.0% | +15.4% |
| YTD | +13.7% | +32.5% | -18.9% | +7.7% |
| 1Y | -6.5% | +9.5% | -16.0% | -9.2% |
| 3Y | -25.2% | +15.5% | -40.8% | -29.5% |
| 5Y | -19.5% | -71.2% | +51.7% | -19.1% |
| All | -6.4% | -56.8% | +50.4% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling