+214.2%
ADSK vs CDW
+271.4%
-57.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.3% | +2.3% |
| 7D | -10.9% | -7.4% | -3.6% | -6.9% |
| 30D | -15.9% | +5.8% | -21.7% | -18.9% |
| 3M | -4.4% | +10.8% | -15.2% | -11.3% |
| 6M | -16.6% | +21.5% | -38.1% | -29.1% |
| YTD | -28.5% | +6.4% | -34.9% | -34.4% |
| 1Y | -34.6% | -14.8% | -19.9% | -31.8% |
| 3Y | -3.5% | -29.9% | +26.4% | +9.7% |
| 5Y | -25.6% | -22.9% | -2.7% | -21.9% |
| All | +214.2% | +271.4% | -57.2% | +27.1% |
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