+48.2%
CSX vs CDW
-10.5%
+58.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.1% |
| 7D | -5.5% | +2.1% | -7.6% | -6.2% |
| 30D | +4.9% | +14.7% | -9.8% | +1.1% |
| 3M | -2.9% | +11.1% | -14.0% | -6.1% |
| 6M | +8.3% | +45.6% | -37.2% | -4.4% |
| YTD | +36.7% | +17.1% | +19.6% | +26.6% |
| 1Y | +41.5% | +13.2% | +28.3% | +32.6% |
| 3Y | +68.6% | -22.2% | +90.8% | +75.5% |
| All | +48.2% | -10.5% | +58.6% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling