+166.8%
JCI vs CDW
-25.0%
+191.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | +3.8% | +3.2% | +0.7% | +2.9% |
| 30D | -5.7% | +9.3% | -15.0% | -8.2% |
| 3M | -1.4% | +9.8% | -11.2% | -4.7% |
| 6M | +4.1% | +23.3% | -19.2% | -5.7% |
| YTD | +21.7% | +13.7% | +8.1% | +13.8% |
| 1Y | +36.1% | -6.5% | +42.6% | +39.1% |
| All | +166.8% | -25.0% | +191.9% | +187.1% |
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