+301.7%
JCI vs CDW
+325.6%
-23.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.8% | -0.1% | +3.0% |
| 7D | -3.4% | +9.3% | -12.7% | -7.1% |
| 30D | -10.1% | +15.8% | -25.9% | -15.7% |
| 3M | -6.8% | +21.8% | -28.6% | -15.1% |
| 6M | +2.0% | +58.8% | -56.8% | -18.6% |
| YTD | +19.2% | +22.8% | -3.6% | +3.8% |
| 1Y | +16.7% | +17.9% | -1.2% | +3.5% |
| 3Y | +194.3% | -17.4% | +211.7% | +200.0% |
| 5Y | +103.0% | -5.7% | +108.8% | +90.6% |
| 10Y | +301.7% | +319.5% | -17.8% | +162.0% |
| All | +301.7% | +325.6% | -23.9% | +162.0% |
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