-16.3%
CDW vs SITM
+306.2%
-322.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.8% | +5.6% | +3.2% |
| 7D | +13.1% | -0.1% | +13.2% | +12.7% |
| 30D | +19.1% | -27.4% | +46.5% | +22.6% |
| 3M | +24.7% | -35.6% | +60.3% | +29.4% |
| 6M | +63.4% | -46.6% | +110.0% | +71.3% |
| YTD | +26.3% | +25.8% | +0.5% | +15.0% |
| 1Y | +20.6% | +38.2% | -17.7% | +7.8% |
| 3Y | -16.3% | +311.5% | -327.8% | -40.4% |
| All | -16.3% | +306.2% | -322.5% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling