+30.3%
SPGI vs CDW
-14.3%
+44.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | 0.0% |
| 7D | -1.4% | +2.6% | -3.9% | -1.8% |
| 30D | +15.3% | +20.4% | -5.1% | +11.5% |
| 3M | +16.5% | +28.5% | -12.0% | +11.3% |
| 6M | +19.8% | +70.6% | -50.8% | +7.2% |
| YTD | -3.2% | +29.1% | -32.3% | -9.3% |
| 1Y | +1.8% | +23.8% | -22.0% | -3.8% |
| All | +30.3% | -14.3% | +44.6% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling