+112.9%
JCI vs CDW
-18.6%
+131.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | +3.8% | +3.2% | +0.7% | +2.7% |
| 30D | -5.7% | +9.3% | -15.0% | -8.9% |
| 3M | -1.4% | +9.8% | -11.2% | -5.7% |
| 6M | +4.1% | +23.3% | -19.2% | -7.6% |
| YTD | +21.7% | +13.7% | +8.1% | +11.6% |
| 1Y | +36.1% | -6.5% | +42.6% | +36.5% |
| 3Y | +154.4% | -25.2% | +179.7% | +177.0% |
| All | +112.9% | -18.6% | +131.5% | +111.9% |
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