+1,587.5%
AMAT vs CDW
+283.9%
+1,303.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.9% |
| 7D | -1.5% | +3.2% | -4.7% | -3.5% |
| 30D | -14.8% | +9.3% | -24.1% | -20.3% |
| 3M | -9.3% | +9.8% | -19.1% | -17.2% |
| 6M | +27.4% | +23.3% | +4.1% | +1.5% |
| YTD | +77.6% | +13.7% | +63.9% | +47.1% |
| 1Y | +188.9% | -6.5% | +195.4% | +175.8% |
| 3Y | +202.3% | -25.2% | +227.5% | +234.6% |
| 5Y | +248.9% | -19.5% | +268.4% | +261.1% |
| All | +1,587.5% | +283.9% | +1,303.5% | +561.5% |
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