+266.1%
GE vs CDW
-15.0%
+281.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.4% |
| 7D | +2.7% | +9.3% | -6.7% | +1.2% |
| 30D | +8.1% | +14.4% | -6.3% | +5.7% |
| 3M | -7.9% | +21.4% | -29.3% | -11.1% |
| 6M | +12.9% | +72.8% | -59.9% | +0.3% |
| YTD | +8.2% | +28.0% | -19.8% | +0.9% |
| 1Y | +9.7% | +19.3% | -9.7% | +4.9% |
| 3Y | +266.1% | -15.3% | +281.4% | +285.1% |
| All | +266.1% | -15.0% | +281.1% | +285.1% |
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