+58.5%
HCA vs CDW
-30.2%
+88.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +5.0% |
| 7D | +4.9% | -4.2% | +9.2% | +5.2% |
| 30D | +1.9% | +4.9% | -3.0% | +1.5% |
| 3M | +12.7% | +7.3% | +5.5% | +11.9% |
| 6M | -22.3% | +19.2% | -41.5% | -24.1% |
| YTD | -9.3% | +6.2% | -15.5% | -10.3% |
| 1Y | +2.7% | -14.0% | +16.7% | +4.8% |
| All | +58.5% | -30.2% | +88.7% | +56.9% |
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