+965.5%
SPGI vs CDW
+933.5%
+31.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | +0.3% | +2.1% | -1.8% | -0.8% |
| 30D | +18.4% | +14.7% | +3.6% | +11.7% |
| 3M | +15.7% | +11.1% | +4.6% | +9.7% |
| 6M | +17.3% | +45.6% | -28.3% | -2.2% |
| YTD | -4.7% | +17.1% | -21.8% | -14.8% |
| 1Y | +1.8% | +13.2% | -11.4% | -7.8% |
| 3Y | +31.7% | -22.2% | +53.9% | +34.9% |
| 5Y | +12.1% | -10.1% | +22.2% | +5.6% |
| 10Y | +341.9% | +307.0% | +35.0% | +118.8% |
| All | +965.5% | +933.5% | +31.9% | +348.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling