-3.7%
YUM vs CDW
-8.5%
+4.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.8% | -9.9% | -1.9% |
| 7D | -6.1% | +0.9% | -7.0% | -6.0% |
| 30D | -5.8% | +13.1% | -18.9% | -5.5% |
| 3M | -7.6% | +19.7% | -27.3% | -7.4% |
| 6M | -9.1% | +30.7% | -39.9% | -9.0% |
| YTD | -5.5% | +14.7% | -20.2% | -5.9% |
| 1Y | -3.7% | -5.3% | +1.6% | -3.5% |
| All | -3.7% | -8.5% | +4.8% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling