+32.2%
JD vs CDW
+338.4%
-306.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.3% |
| 7D | +0.4% | +2.6% | -2.1% | -0.7% |
| 30D | +4.2% | +20.4% | -16.2% | -2.8% |
| 3M | -12.8% | +28.5% | -41.2% | -21.1% |
| 6M | -8.8% | +70.6% | -79.4% | -27.0% |
| YTD | +0.5% | +29.1% | -28.6% | -12.8% |
| 1Y | -8.8% | +23.8% | -32.5% | -19.6% |
| 3Y | +18.6% | -14.5% | +33.1% | +18.3% |
| 5Y | -62.2% | -1.6% | -60.7% | -65.4% |
| 10Y | +32.2% | +322.0% | -289.8% | -30.2% |
| All | +32.2% | +338.4% | -306.2% | -30.2% |
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