+152.8%
JPM vs CDW
-22.8%
+175.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.2% | +3.8% | -0.1% |
| 7D | -0.4% | -3.9% | +3.5% | +0.6% |
| 30D | -1.1% | +6.9% | -8.0% | -3.1% |
| 3M | +14.1% | +7.7% | +6.5% | +10.6% |
| 6M | +23.3% | +18.3% | +5.0% | +13.4% |
| YTD | +11.3% | +7.8% | +3.5% | +5.6% |
| 1Y | +23.0% | -12.2% | +35.2% | +25.5% |
| 3Y | +162.6% | -28.9% | +191.5% | +180.6% |
| 5Y | +152.8% | -22.8% | +175.5% | +153.5% |
| All | +152.8% | -22.8% | +175.5% | +153.5% |
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