+279.9%
SAP vs CDW
+933.5%
-653.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.3% | -3.8% |
| 7D | -0.7% | +2.1% | -2.8% | -1.8% |
| 30D | +11.1% | +14.7% | -3.7% | +4.8% |
| 3M | +17.0% | +11.1% | +5.9% | +11.0% |
| 6M | +34.8% | +45.6% | -10.7% | +14.5% |
| YTD | -2.2% | +17.1% | -19.3% | -11.4% |
| 1Y | -6.4% | +13.2% | -19.6% | -14.2% |
| 3Y | +75.1% | -22.2% | +97.3% | +81.4% |
| 5Y | +69.8% | -10.1% | +79.9% | +62.5% |
| 10Y | +219.8% | +307.0% | -87.1% | +75.4% |
| All | +279.9% | +933.5% | -653.6% | +69.5% |
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