+250.0%
SAP vs CDW
+903.1%
-653.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -2.9% | +3.2% | -6.1% | -4.1% |
| 30D | +9.0% | +9.3% | -0.3% | +5.0% |
| 3M | +14.9% | +9.8% | +5.2% | +10.0% |
| 6M | +11.9% | +23.3% | -11.4% | +0.6% |
| YTD | -9.9% | +13.7% | -23.6% | -16.7% |
| 1Y | -19.5% | -6.5% | -13.1% | -20.0% |
| 3Y | +61.8% | -25.2% | +87.0% | +71.7% |
| 5Y | +56.2% | -19.5% | +75.7% | +57.3% |
| 10Y | +180.6% | +285.8% | -105.2% | +58.4% |
| All | +250.0% | +903.1% | -653.1% | +59.5% |
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 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