+1,237.1%
AAPL vs CDW
+262.5%
+974.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | -3.0% | -4.2% | +1.3% | -1.2% |
| 30D | +2.3% | +4.9% | -2.6% | -0.3% |
| 3M | +8.6% | +7.3% | +1.3% | +3.3% |
| 6M | +21.6% | +19.2% | +2.4% | +6.2% |
| YTD | +16.3% | +6.2% | +10.1% | +7.1% |
| 1Y | +35.1% | -14.0% | +49.1% | +37.5% |
| 3Y | +79.4% | -30.0% | +109.4% | +95.8% |
| 5Y | +109.8% | -23.6% | +133.4% | +113.4% |
| 10Y | +1,237.1% | +269.4% | +967.7% | +612.7% |
| All | +1,237.1% | +262.5% | +974.6% | +612.7% |
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