+2.2%
SPGI vs CDW
+20.3%
-18.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.2% |
| 7D | +1.6% | +13.1% | -11.5% | +0.1% |
| 30D | +16.1% | +19.1% | -3.0% | +13.7% |
| 3M | +15.5% | +24.7% | -9.3% | +12.6% |
| 6M | +19.6% | +63.4% | -43.7% | +11.6% |
| YTD | -3.6% | +26.3% | -29.9% | -8.2% |
| 1Y | +2.2% | +20.6% | -18.4% | -3.2% |
| All | +2.2% | +20.3% | -18.1% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling