+24.0%
SYY vs CDW
-29.2%
+53.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | +0.2% |
| 7D | -2.8% | -3.9% | +1.1% | -2.5% |
| 30D | -5.3% | +6.9% | -12.2% | -5.9% |
| 3M | +5.1% | +7.7% | -2.6% | +4.0% |
| 6M | -5.0% | +18.3% | -23.3% | -7.8% |
| YTD | +10.7% | +7.8% | +2.9% | +8.8% |
| 1Y | +0.7% | -12.2% | +12.9% | +2.3% |
| 3Y | +24.0% | -28.9% | +53.0% | +27.1% |
| All | +24.0% | -29.2% | +53.3% | +27.1% |
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