+113.8%
SYY vs CDW
+300.6%
-186.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.8% | -6.8% | -1.9% |
| 7D | +3.9% | +0.9% | +3.0% | +3.4% |
| 30D | -1.7% | +13.1% | -14.8% | -6.9% |
| 3M | +5.2% | +19.7% | -14.5% | -3.6% |
| 6M | -0.2% | +30.7% | -30.9% | -14.8% |
| YTD | +15.4% | +14.7% | +0.7% | +3.7% |
| 1Y | +5.6% | -5.3% | +10.9% | +3.1% |
| 3Y | +28.9% | -23.8% | +52.7% | +33.5% |
| 5Y | +24.1% | -16.8% | +40.9% | +18.0% |
| All | +113.8% | +300.6% | -186.7% | +2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling