+8.5%
HD vs CDW
-1.8%
+10.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.5% |
| 7D | -1.2% | +2.6% | -3.7% | -1.9% |
| 30D | +20.9% | +20.4% | +0.5% | +14.4% |
| 3M | -0.2% | +28.5% | -28.6% | -7.7% |
| 6M | +14.5% | +70.6% | -56.1% | -5.0% |
| YTD | +4.3% | +29.1% | -24.8% | -6.9% |
| 1Y | -3.5% | +23.8% | -27.3% | -12.4% |
| 3Y | +30.1% | -14.5% | +44.6% | +32.8% |
| 5Y | +8.5% | -1.6% | +10.0% | -0.1% |
| All | +8.5% | -1.8% | +10.2% | -0.1% |
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 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