+910.1%
SPGI vs CDW
+903.1%
+7.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | +0.1% | +3.2% | -3.0% | -1.1% |
| 30D | +8.4% | +9.3% | -0.9% | +4.4% |
| 3M | +11.8% | +9.8% | +2.0% | +6.2% |
| 6M | +5.7% | +23.3% | -17.6% | -6.3% |
| YTD | -9.7% | +13.7% | -23.3% | -17.6% |
| 1Y | -12.5% | -6.5% | -6.0% | -13.8% |
| 3Y | +21.8% | -25.2% | +47.1% | +28.1% |
| 5Y | +8.2% | -19.5% | +27.7% | +7.7% |
| 10Y | +309.5% | +285.8% | +23.7% | +108.9% |
| All | +910.1% | +903.1% | +7.0% | +333.7% |
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 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