-34.5%
ADSK vs CDW
-8.5%
-26.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.8% | -7.5% | -1.8% |
| 7D | -2.5% | +0.9% | -3.4% | -2.8% |
| 30D | -14.9% | +13.1% | -27.9% | -17.8% |
| 3M | +3.3% | +19.7% | -16.3% | -2.5% |
| 6M | -15.7% | +30.7% | -46.4% | -23.1% |
| YTD | -28.2% | +14.7% | -42.9% | -32.1% |
| 1Y | -34.5% | -5.3% | -29.2% | -36.5% |
| All | -34.5% | -8.5% | -26.0% | -36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling