+416.7%
ADBE vs CDW
+983.6%
-566.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.8% | -5.7% | -3.1% |
| 7D | -5.6% | +9.3% | -14.9% | -10.1% |
| 30D | -2.0% | +15.8% | -17.8% | -9.5% |
| 3M | -10.5% | +21.8% | -32.3% | -19.8% |
| 6M | -6.2% | +58.8% | -65.0% | -27.0% |
| YTD | -32.2% | +22.8% | -55.0% | -41.5% |
| 1Y | -27.4% | +17.9% | -45.3% | -36.2% |
| 3Y | -58.9% | -17.4% | -41.5% | -58.5% |
| 5Y | -64.5% | -5.7% | -58.7% | -66.8% |
| 10Y | +120.0% | +319.5% | -199.5% | +3.4% |
| All | +416.7% | +983.6% | -566.9% | +108.4% |
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