+37.4%
JCI vs CDW
-13.2%
+50.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.2% | +1.4% |
| 7D | +5.1% | -3.9% | +9.0% | +5.4% |
| 30D | -3.8% | +6.9% | -10.7% | -4.5% |
| 3M | +1.9% | +7.7% | -5.8% | +1.2% |
| 6M | +11.2% | +18.3% | -7.1% | +7.3% |
| YTD | +22.9% | +7.8% | +15.2% | +21.3% |
| 1Y | +37.4% | -12.2% | +49.5% | +40.7% |
| All | +37.4% | -13.2% | +50.6% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling