+703.9%
CSX vs CDW
+942.7%
-238.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.1% | +3.8% | -0.1% |
| 7D | -2.7% | -4.1% | +1.4% | -1.6% |
| 30D | +7.0% | +16.7% | -9.7% | +0.5% |
| 3M | -0.3% | +13.6% | -13.9% | -6.3% |
| 6M | +13.5% | +17.0% | -3.5% | +2.2% |
| YTD | +41.5% | +18.1% | +23.4% | +25.6% |
| 1Y | +45.8% | +10.5% | +35.3% | +33.1% |
| 3Y | +74.4% | -20.9% | +95.3% | +78.2% |
| 5Y | +53.6% | -9.3% | +62.9% | +43.8% |
| 10Y | +465.6% | +310.6% | +155.1% | +180.3% |
| All | +703.9% | +942.7% | -238.7% | +224.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling