+1,367.3%
AAPL vs CDW
+312.7%
+1,054.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | +4.1% | +9.3% | -5.2% | +0.2% |
| 30D | +4.0% | +14.4% | -10.4% | -2.3% |
| 3M | +16.8% | +21.4% | -4.6% | +5.9% |
| 6M | +19.4% | +72.8% | -53.4% | -10.5% |
| YTD | +31.5% | +28.0% | +3.5% | +10.5% |
| 1Y | +31.0% | +19.3% | +11.6% | +14.0% |
| 3Y | +95.3% | -15.3% | +110.6% | +94.8% |
| 5Y | +143.4% | -3.8% | +147.1% | +121.2% |
| All | +1,367.3% | +312.7% | +1,054.7% | +600.9% |
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