-61.3%
JD vs CDW
-19.1%
-42.1%
-75.6%
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% | +2.1% |
| 7D | -1.7% | +3.2% | -4.8% | -2.5% |
| 30D | -13.2% | +9.3% | -22.4% | -15.3% |
| 3M | -3.2% | +9.8% | -13.0% | -6.2% |
| 6M | +15.2% | +23.3% | -8.1% | +5.6% |
| YTD | +2.0% | +13.7% | -11.7% | -4.1% |
| 1Y | -5.4% | -6.5% | +1.1% | -4.7% |
| 3Y | -9.1% | -25.2% | +16.1% | -3.0% |
| All | -61.3% | -19.1% | -42.1% | -62.9% |
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