+101.8%
JBL vs CDW
-14.4%
+116.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +10.0% | +9.1% | +0.9% | +7.4% |
| 30D | -18.2% | +13.7% | -31.9% | -21.2% |
| 3M | -29.0% | +27.0% | -56.0% | -34.0% |
| 6M | -25.9% | +75.9% | -101.7% | -39.0% |
| YTD | +14.1% | +28.9% | -14.8% | +1.8% |
| 1Y | +21.7% | +19.6% | +2.0% | +13.6% |
| All | +101.8% | -14.4% | +116.2% | +103.6% |
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