+334.0%
SPGI vs CDW
+329.6%
+4.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.6% |
| 7D | +1.6% | +13.1% | -11.5% | -3.3% |
| 30D | +16.1% | +19.1% | -3.0% | +8.0% |
| 3M | +15.5% | +24.7% | -9.3% | +4.8% |
| 6M | +19.6% | +63.4% | -43.7% | -4.7% |
| YTD | -3.6% | +26.3% | -29.9% | -16.3% |
| 1Y | +2.2% | +20.6% | -18.4% | -9.6% |
| 3Y | +30.1% | -16.3% | +46.4% | +30.0% |
| 5Y | +14.9% | -3.9% | +18.9% | +5.3% |
| 10Y | +334.0% | +331.5% | +2.5% | +145.7% |
| All | +334.0% | +329.6% | +4.4% | +145.7% |
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