+47.1%
CSX vs CDW
+13.2%
+33.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.7% | -10.1% | +1.9% |
| 7D | +0.1% | +3.7% | -3.6% | -0.2% |
| 30D | +9.7% | +26.0% | -16.3% | +8.6% |
| 3M | +2.3% | +10.1% | -7.8% | +1.6% |
| 6M | +17.1% | +26.1% | -9.0% | +15.7% |
| YTD | +44.9% | +25.9% | +19.0% | +42.1% |
| 1Y | +47.1% | +21.5% | +25.5% | +45.0% |
| All | +47.1% | +13.2% | +33.9% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1y: compounded portfolio wealth divided by compounded CDW 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…
1y analysis · Full analysis span regression · 6 months rolling