+524.0%
ADSK vs CDW
+903.1%
-379.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.0% | -7.3% | -7.7% |
| 7D | -16.4% | +3.2% | -19.6% | -17.9% |
| 30D | -9.2% | +9.3% | -18.5% | -13.9% |
| 3M | -6.7% | +9.8% | -16.5% | -12.8% |
| 6M | -15.5% | +23.3% | -38.8% | -28.1% |
| YTD | -26.4% | +13.7% | -40.0% | -34.6% |
| 1Y | -31.9% | -6.5% | -25.4% | -32.8% |
| 3Y | -1.0% | -25.2% | +24.3% | +8.1% |
| 5Y | -24.5% | -19.5% | -5.0% | -22.3% |
| 10Y | +220.4% | +285.8% | -65.4% | +39.8% |
| All | +524.0% | +903.1% | -379.1% | +118.4% |
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