+592.1%
JPM vs CDW
+262.5%
+329.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.9% |
| 7D | -0.4% | -4.2% | +3.8% | +1.3% |
| 30D | -1.4% | +4.9% | -6.3% | -3.8% |
| 3M | +13.9% | +7.3% | +6.7% | +8.6% |
| 6M | +23.5% | +19.2% | +4.3% | +8.7% |
| YTD | +11.6% | +6.2% | +5.5% | +3.3% |
| 1Y | +21.4% | -14.0% | +35.4% | +23.4% |
| 3Y | +163.4% | -30.0% | +193.4% | +186.2% |
| 5Y | +152.5% | -23.6% | +176.1% | +153.5% |
| 10Y | +592.1% | +269.4% | +322.8% | +252.7% |
| All | +592.1% | +262.5% | +329.6% | +252.7% |
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