+16.0%
SPGI vs CDW
-1.8%
+17.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.2% |
| 7D | -1.4% | +2.6% | -3.9% | -2.1% |
| 30D | +15.3% | +20.4% | -5.1% | +9.0% |
| 3M | +16.5% | +28.5% | -12.0% | +7.6% |
| 6M | +19.8% | +70.6% | -50.8% | -0.7% |
| YTD | -3.2% | +29.1% | -32.3% | -13.4% |
| 1Y | +1.8% | +23.8% | -22.0% | -7.6% |
| 3Y | +30.6% | -14.5% | +45.1% | +31.1% |
| 5Y | +16.0% | -1.6% | +17.6% | +3.5% |
| All | +16.0% | -1.8% | +17.8% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling