+1,111.0%
AMAT vs CDW
+306.8%
+804.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.1% | -7.4% | -9.9% |
| 7D | -24.3% | -4.1% | -20.2% | -22.7% |
| 30D | -39.8% | +16.7% | -56.5% | -45.9% |
| 3M | -40.2% | +13.6% | -53.8% | -46.5% |
| 6M | -22.1% | +17.0% | -39.1% | -36.2% |
| YTD | +24.7% | +18.1% | +6.5% | -1.2% |
| 1Y | +33.3% | +10.5% | +22.8% | +11.2% |
| 3Y | +133.9% | -20.9% | +154.8% | +144.1% |
| 5Y | +117.1% | -9.3% | +126.4% | +102.4% |
| All | +1,111.0% | +306.8% | +804.3% | +432.1% |
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