+233.9%
SYY vs CDW
+903.1%
-669.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.9% |
| 7D | -2.3% | +3.2% | -5.5% | -3.4% |
| 30D | -4.9% | +9.3% | -14.2% | -8.3% |
| 3M | +8.4% | +9.8% | -1.4% | +3.4% |
| 6M | -7.4% | +23.3% | -30.7% | -17.5% |
| YTD | +11.0% | +13.7% | -2.7% | +1.4% |
| 1Y | -0.2% | -6.5% | +6.2% | -1.9% |
| 3Y | +23.8% | -25.2% | +49.0% | +29.0% |
| 5Y | +18.1% | -19.5% | +37.6% | +15.7% |
| 10Y | +94.6% | +285.8% | -191.2% | +15.7% |
| All | +233.9% | +903.1% | -669.2% | +76.8% |
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 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