+1,370.8%
AMAT vs CDW
+329.6%
+1,041.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -1.2% |
| 7D | -2.5% | +13.1% | -15.5% | -9.7% |
| 30D | -26.5% | +19.1% | -45.7% | -34.6% |
| 3M | -28.6% | +24.7% | -53.3% | -39.5% |
| 6M | -14.2% | +63.4% | -77.6% | -41.9% |
| YTD | +45.5% | +26.3% | +19.2% | +10.9% |
| 1Y | +59.3% | +20.6% | +38.8% | +25.8% |
| 3Y | +153.1% | -16.3% | +169.4% | +156.3% |
| 5Y | +158.2% | -3.9% | +162.1% | +133.3% |
| 10Y | +1,370.8% | +331.5% | +1,039.3% | +512.8% |
| All | +1,370.8% | +329.6% | +1,041.2% | +512.8% |
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