+266.1%
CDW vs STZ
-14.3%
+280.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.6% | +0.4% | -3.1% |
| 7D | -3.9% | -7.4% | +3.5% | -1.1% |
| 30D | +6.9% | -10.9% | +17.8% | +11.4% |
| 3M | +7.7% | -13.4% | +21.1% | +13.1% |
| 6M | +18.3% | -16.2% | +34.5% | +24.5% |
| YTD | +7.8% | -10.4% | +18.2% | +9.7% |
| 1Y | -12.2% | -14.8% | +2.6% | -9.0% |
| 3Y | -28.9% | -50.1% | +21.2% | -10.4% |
| 5Y | -22.8% | -38.8% | +16.0% | -12.3% |
| 10Y | +266.1% | -14.1% | +280.1% | +260.6% |
| All | +266.1% | -14.3% | +280.4% | +260.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling