+28.9%
JD vs CDW
+325.6%
-296.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.8% | -7.4% | -4.1% |
| 7D | +7.9% | +9.3% | -1.4% | +4.3% |
| 30D | +4.8% | +15.8% | -11.0% | -1.0% |
| 3M | -13.9% | +21.8% | -35.7% | -20.7% |
| 6M | -5.8% | +58.8% | -64.6% | -22.6% |
| YTD | +2.4% | +22.8% | -20.4% | -9.6% |
| 1Y | -7.5% | +17.9% | -25.5% | -17.1% |
| 3Y | +20.9% | -17.4% | +38.3% | +21.8% |
| 5Y | -58.0% | -5.7% | -52.3% | -61.0% |
| 10Y | +28.9% | +319.5% | -290.6% | -26.5% |
| All | +28.9% | +325.6% | -296.7% | -26.5% |
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