-16.3%
CDW vs SNY
+9.4%
-25.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.1% | +7.7% | +7.8% |
| 7D | +0.9% | -3.3% | +4.2% | +1.5% |
| 30D | +13.1% | -2.2% | +15.2% | +13.5% |
| 3M | +19.7% | -3.0% | +22.7% | +20.2% |
| 6M | +30.7% | +2.7% | +28.0% | +29.9% |
| YTD | +14.7% | -6.8% | +21.5% | +15.7% |
| 1Y | -5.3% | -5.3% | -0.1% | -4.7% |
| 3Y | -23.8% | -9.8% | -14.1% | -23.4% |
| All | -16.3% | +9.4% | -25.7% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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