+1,447.0%
JBL vs CDW
+271.4%
+1,175.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -2.9% | -2.8% |
| 7D | -1.0% | -7.4% | +6.3% | +3.2% |
| 30D | -15.1% | +5.8% | -20.9% | -18.3% |
| 3M | -14.0% | +10.8% | -24.9% | -21.0% |
| 6M | +20.6% | +21.5% | -0.9% | -1.1% |
| YTD | +32.9% | +6.4% | +26.5% | +17.3% |
| 1Y | +40.5% | -14.8% | +55.3% | +44.0% |
| 3Y | +183.7% | -29.9% | +213.6% | +223.8% |
| 5Y | +388.3% | -22.9% | +411.2% | +410.3% |
| All | +1,447.0% | +271.4% | +1,175.6% | +646.5% |
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