-24.5%
ADSK vs CDW
-17.6%
-6.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.8% | -7.5% | -3.5% |
| 7D | -2.5% | +0.9% | -3.4% | -3.2% |
| 30D | -14.9% | +13.1% | -27.9% | -20.3% |
| 3M | +3.3% | +19.7% | -16.3% | -7.1% |
| 6M | -15.7% | +30.7% | -46.4% | -29.8% |
| YTD | -28.2% | +14.7% | -42.9% | -35.9% |
| 1Y | -34.5% | -5.3% | -29.2% | -34.9% |
| 3Y | -2.9% | -23.8% | +20.9% | +5.6% |
| All | -24.5% | -17.6% | -6.9% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling