+56.4%
JD vs CDW
+551.1%
-494.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.1% | +9.4% | +5.4% |
| 7D | +11.7% | -4.1% | +15.9% | +12.8% |
| 30D | +8.1% | +16.7% | -8.7% | +1.5% |
| 3M | -12.0% | +13.6% | -25.6% | -17.3% |
| 6M | -3.5% | +17.0% | -20.5% | -13.1% |
| YTD | +3.3% | +18.1% | -14.8% | -8.3% |
| 1Y | -7.4% | +10.5% | -17.9% | -15.6% |
| 3Y | +16.6% | -20.9% | +37.5% | +18.9% |
| 5Y | -57.9% | -9.3% | -48.5% | -60.5% |
| 10Y | +32.6% | +310.6% | -278.0% | -43.5% |
| All | +56.4% | +551.1% | -494.7% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling