-19.5%
SAP vs CDW
-5.0%
-14.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -2.9% | +3.2% | -6.1% | -3.7% |
| 30D | +9.0% | +9.3% | -0.3% | +6.3% |
| 3M | +14.9% | +9.8% | +5.2% | +11.2% |
| 6M | +11.9% | +23.3% | -11.4% | +4.2% |
| YTD | -9.9% | +13.7% | -23.6% | -14.4% |
| 1Y | -19.5% | -6.5% | -13.1% | -22.8% |
| All | -19.5% | -5.0% | -14.5% | -22.8% |
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