+160.5%
HON vs CDW
+338.4%
-177.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.0% |
| 7D | -0.4% | +2.6% | -2.9% | -1.2% |
| 30D | +8.6% | +20.4% | -11.8% | +1.4% |
| 3M | -0.8% | +28.5% | -29.2% | -10.1% |
| 6M | -0.1% | +70.6% | -70.7% | -20.3% |
| YTD | +12.8% | +29.1% | -16.3% | -2.2% |
| 1Y | +10.4% | +23.8% | -13.4% | -2.6% |
| 3Y | +30.5% | -14.5% | +44.9% | +29.8% |
| 5Y | +15.0% | -1.6% | +16.6% | +4.3% |
| 10Y | +160.5% | +322.0% | -161.5% | +51.0% |
| All | +160.5% | +338.4% | -177.9% | +51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling