+98.8%
JCI vs CDW
-10.5%
+109.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.0% |
| 7D | -9.4% | +2.1% | -11.5% | -10.3% |
| 30D | -13.4% | +14.7% | -28.2% | -17.7% |
| 3M | -12.4% | +11.1% | -23.5% | -16.5% |
| 6M | -5.1% | +45.6% | -50.7% | -20.2% |
| YTD | +13.7% | +17.1% | -3.4% | +2.5% |
| 1Y | +11.4% | +13.2% | -1.8% | +2.0% |
| 3Y | +175.9% | -22.2% | +198.1% | +193.3% |
| All | +98.8% | -10.5% | +109.3% | +86.8% |
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