+187.5%
JBL vs CDW
-25.0%
+212.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +3.0% | +3.2% | -0.2% | +2.0% |
| 30D | -8.3% | +9.3% | -17.5% | -10.9% |
| 3M | -16.9% | +9.8% | -26.7% | -19.8% |
| 6M | +21.8% | +23.3% | -1.6% | +8.1% |
| YTD | +36.3% | +13.7% | +22.7% | +25.6% |
| 1Y | +49.5% | -6.5% | +56.0% | +55.6% |
| All | +187.5% | -25.0% | +212.5% | +220.6% |
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