+799.7%
JPM vs CDW
+933.5%
-133.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.5% |
| 7D | -0.8% | +2.1% | -2.8% | -1.8% |
| 30D | +1.5% | +14.7% | -13.3% | -4.4% |
| 3M | -5.7% | +11.1% | -16.8% | -10.8% |
| 6M | +7.2% | +45.6% | -38.4% | -11.7% |
| YTD | +5.8% | +17.1% | -11.3% | -6.4% |
| 1Y | +8.8% | +13.2% | -4.4% | -2.4% |
| 3Y | +147.4% | -22.2% | +169.6% | +154.5% |
| 5Y | +125.3% | -10.1% | +135.5% | +109.8% |
| 10Y | +540.5% | +307.0% | +233.6% | +212.0% |
| All | +799.7% | +933.5% | -133.8% | +268.2% |
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 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