+32.1%
CVS vs CDW
-21.8%
+53.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.1% |
| 7D | -7.1% | +2.1% | -9.2% | -7.2% |
| 30D | -4.0% | +14.7% | -18.7% | -5.1% |
| 3M | -12.2% | +11.1% | -23.3% | -13.1% |
| 6M | -2.2% | +45.6% | -47.8% | -6.3% |
| YTD | +8.9% | +17.1% | -8.2% | +6.2% |
| 1Y | +9.9% | +13.2% | -3.3% | +8.1% |
| 3Y | +32.1% | -22.2% | +54.3% | +62.6% |
| All | +32.1% | -21.8% | +53.9% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling