+19.6%
CDW vs SITM
+51.8%
-32.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.2% |
| 7D | +9.1% | +32.5% | -23.5% | +8.1% |
| 30D | +13.7% | -18.8% | +32.5% | +14.3% |
| 3M | +27.0% | -30.9% | +57.9% | +28.0% |
| 6M | +75.9% | -44.5% | +120.3% | +79.2% |
| YTD | +28.9% | +33.2% | -4.4% | +18.5% |
| 1Y | +19.6% | +53.8% | -34.2% | +7.4% |
| All | +19.6% | +51.8% | -32.2% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling