+1,321.9%
AMAT vs CDW
+312.7%
+1,009.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.1% | -2.3% |
| 7D | +11.4% | +9.3% | +2.0% | +5.8% |
| 30D | -17.0% | +14.4% | -31.4% | -23.9% |
| 3M | -30.6% | +21.4% | -52.0% | -40.0% |
| 6M | -14.9% | +72.8% | -87.7% | -44.5% |
| YTD | +44.7% | +28.0% | +16.7% | +9.4% |
| 1Y | +66.9% | +19.3% | +47.5% | +33.2% |
| 3Y | +153.3% | -15.3% | +168.6% | +154.9% |
| 5Y | +146.2% | -3.8% | +150.0% | +122.7% |
| All | +1,321.9% | +312.7% | +1,009.2% | +485.5% |
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 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