+21.0%
JPM vs CDW
-12.2%
+33.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.2% | +3.8% | -1.3% |
| 7D | -0.4% | -3.9% | +3.5% | -0.3% |
| 30D | -1.1% | +6.9% | -8.0% | -1.3% |
| 3M | +14.1% | +7.7% | +6.5% | +13.7% |
| 6M | +23.3% | +18.3% | +5.0% | +20.1% |
| YTD | +11.3% | +7.8% | +3.5% | +9.9% |
| All | +21.0% | -12.2% | +33.2% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling