+338.6%
SPGI vs CDW
+338.4%
+0.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.5% |
| 7D | -1.4% | +2.6% | -3.9% | -2.4% |
| 30D | +15.3% | +20.4% | -5.1% | +6.8% |
| 3M | +16.5% | +28.5% | -12.0% | +4.6% |
| 6M | +19.8% | +70.6% | -50.8% | -6.2% |
| YTD | -3.2% | +29.1% | -32.3% | -16.7% |
| 1Y | +1.8% | +23.8% | -22.0% | -10.9% |
| 3Y | +30.6% | -14.5% | +45.1% | +29.5% |
| 5Y | +16.0% | -1.6% | +17.6% | +5.2% |
| 10Y | +338.6% | +322.0% | +16.6% | +141.4% |
| All | +338.6% | +338.4% | +0.2% | +141.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling