+223.3%
SYY vs CDW
+1,039.4%
-816.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.6% |
| 7D | 0.0% | +2.6% | -2.6% | -1.0% |
| 30D | -2.2% | +20.4% | -22.6% | -8.8% |
| 3M | -8.0% | +28.5% | -36.5% | -16.9% |
| 6M | +7.5% | +70.6% | -63.1% | -14.4% |
| YTD | +7.4% | +29.1% | -21.7% | -7.0% |
| 1Y | +4.9% | +23.8% | -18.9% | -7.8% |
| 3Y | +24.1% | -14.5% | +38.6% | +22.3% |
| 5Y | +13.4% | -1.6% | +14.9% | +1.8% |
| 10Y | +87.5% | +322.0% | -234.5% | +6.4% |
| All | +223.3% | +1,039.4% | -816.1% | +62.2% |
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