+411.3%
JBL vs CDW
-22.8%
+434.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.8% | +2.8% |
| 7D | +4.4% | -3.9% | +8.3% | +6.1% |
| 30D | -8.4% | +6.9% | -15.3% | -11.5% |
| 3M | -14.2% | +7.7% | -21.8% | -18.3% |
| 6M | +29.6% | +18.3% | +11.3% | +11.8% |
| YTD | +37.1% | +7.8% | +29.3% | +23.9% |
| 1Y | +49.5% | -12.2% | +61.7% | +54.7% |
| 3Y | +192.7% | -28.9% | +221.6% | +236.9% |
| 5Y | +411.3% | -22.8% | +434.1% | +432.7% |
| All | +411.3% | -22.8% | +434.1% | +432.7% |
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