+36.5%
CDW vs SITM
+3,319.5%
-3,283.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.9% | +0.1% |
| 7D | +9.3% | +6.6% | +2.7% | +8.4% |
| 30D | +14.4% | -15.3% | +29.7% | +16.1% |
| 3M | +21.4% | -35.4% | +56.8% | +26.9% |
| 6M | +72.8% | -46.8% | +119.6% | +82.6% |
| YTD | +28.0% | +25.9% | +2.2% | +16.6% |
| 1Y | +19.3% | +54.0% | -34.7% | +5.2% |
| 3Y | -15.3% | +315.6% | -330.9% | -40.2% |
| 5Y | -3.8% | +74.4% | -78.2% | -28.7% |
| All | +36.5% | +3,319.5% | -3,283.0% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling