-22.5%
CDW vs SITM
+168.6%
-191.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.1% | -3.0% | -4.9% |
| 7D | -3.9% | +8.4% | -12.2% | -5.0% |
| 30D | +6.9% | -17.4% | +24.3% | +9.5% |
| 3M | +7.7% | -9.8% | +17.5% | +7.5% |
| 6M | +18.3% | +83.0% | -64.6% | +3.1% |
| YTD | +7.8% | +69.6% | -61.8% | -5.9% |
| 1Y | -12.2% | +144.9% | -157.1% | -29.1% |
| 3Y | -28.9% | +429.9% | -458.8% | -53.7% |
| All | -22.5% | +168.6% | -191.0% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling