+331.5%
CDW vs STZ
+11.6%
+319.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +13.1% | +5.3% | +7.7% | +11.1% |
| 30D | +19.1% | +19.6% | -0.5% | +11.4% |
| 3M | +24.7% | +10.0% | +14.8% | +20.0% |
| 6M | +63.4% | -0.3% | +63.6% | +62.1% |
| YTD | +26.3% | +8.6% | +17.7% | +19.5% |
| 1Y | +20.6% | +16.6% | +4.0% | +10.5% |
| 3Y | -16.3% | -34.8% | +18.5% | -5.1% |
| 5Y | -3.9% | -27.8% | +23.9% | +2.8% |
| 10Y | +331.5% | +12.5% | +319.0% | +301.6% |
| All | +331.5% | +11.6% | +319.9% | +301.6% |
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