+4.0%
HON vs CDW
-22.8%
+26.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | +0.5% |
| 7D | -0.8% | -3.9% | +3.0% | 0.0% |
| 30D | -15.2% | +6.9% | -22.1% | -16.7% |
| 3M | -6.0% | +7.7% | -13.7% | -8.6% |
| 6M | -14.9% | +18.3% | -33.2% | -21.2% |
| YTD | +3.2% | +7.8% | -4.6% | -1.7% |
| 1Y | 0.0% | -12.2% | +12.2% | +1.9% |
| 3Y | +21.5% | -28.9% | +50.4% | +28.5% |
| 5Y | +4.0% | -22.8% | +26.8% | +0.8% |
| All | +4.0% | -22.8% | +26.8% | +0.8% |
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