+863.2%
CDW vs STZ
+196.1%
+667.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | +3.2% | -1.9% | +5.1% | +3.9% |
| 30D | +9.3% | -1.9% | +11.2% | +9.8% |
| 3M | +9.8% | -6.2% | +16.0% | +11.9% |
| 6M | +23.3% | -14.0% | +37.4% | +28.6% |
| YTD | +13.7% | -5.1% | +18.8% | +13.3% |
| 1Y | -6.5% | -9.6% | +3.1% | -5.2% |
| 3Y | -25.2% | -47.2% | +22.0% | -8.1% |
| 5Y | -19.5% | -33.6% | +14.1% | -11.3% |
| 10Y | +285.8% | -9.8% | +295.6% | +260.4% |
| All | +863.2% | +196.1% | +667.1% | +609.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling