+17.8%
JD vs CDW
-21.8%
+39.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.7% |
| 7D | +13.4% | +2.1% | +11.3% | +12.9% |
| 30D | +7.7% | +14.7% | -7.1% | +5.6% |
| 3M | -11.3% | +11.1% | -22.4% | -12.8% |
| 6M | -5.1% | +45.6% | -50.7% | -11.1% |
| YTD | +5.0% | +17.1% | -12.1% | +1.4% |
| 1Y | -5.6% | +13.2% | -18.8% | -8.1% |
| 3Y | +17.8% | -22.2% | +40.0% | +16.8% |
| All | +17.8% | -21.8% | +39.5% | +16.8% |
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 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