+158.9%
ADBE vs CDW
+267.9%
-109.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.2% | +1.7% | -0.9% |
| 7D | -10.1% | -3.9% | -6.2% | -8.3% |
| 30D | -3.0% | +6.9% | -9.9% | -6.4% |
| 3M | +5.0% | +7.7% | -2.7% | +0.1% |
| 6M | -9.3% | +18.3% | -27.6% | -19.4% |
| YTD | -26.5% | +7.8% | -34.3% | -31.9% |
| 1Y | -28.3% | -12.2% | -16.1% | -26.4% |
| 3Y | -54.1% | -28.9% | -25.1% | -49.3% |
| 5Y | -61.2% | -22.8% | -38.4% | -59.8% |
| All | +158.9% | +267.9% | -109.0% | +28.8% |
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 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