+334.3%
SPGI vs CDW
+325.6%
+8.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.8% | -4.1% | -1.1% |
| 7D | -0.9% | +9.3% | -10.2% | -4.4% |
| 30D | +15.5% | +15.8% | -0.3% | +8.7% |
| 3M | +15.7% | +21.8% | -6.1% | +5.9% |
| 6M | +19.1% | +58.8% | -39.7% | -4.1% |
| YTD | -4.1% | +22.8% | -26.8% | -15.8% |
| 1Y | +1.2% | +17.9% | -16.7% | -9.8% |
| 3Y | +31.6% | -17.4% | +49.0% | +31.9% |
| 5Y | +12.4% | -5.7% | +18.2% | +3.6% |
| 10Y | +334.3% | +319.5% | +14.8% | +145.4% |
| All | +334.3% | +325.6% | +8.7% | +145.4% |
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