+124.0%
JPM vs CDW
-10.5%
+134.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.6% |
| 7D | -0.8% | +2.1% | -2.8% | -1.4% |
| 30D | +1.5% | +14.7% | -13.3% | -2.3% |
| 3M | -5.7% | +11.1% | -16.8% | -8.9% |
| 6M | +7.2% | +45.6% | -38.4% | -6.0% |
| YTD | +5.8% | +17.1% | -11.3% | -2.1% |
| 1Y | +8.8% | +13.2% | -4.4% | +1.8% |
| 3Y | +147.4% | -22.2% | +169.6% | +157.0% |
| All | +124.0% | -10.5% | +134.4% | +104.2% |
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