+1,162.1%
AMAT vs CDW
+303.2%
+858.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.7% |
| 7D | -14.7% | +2.1% | -16.8% | -16.2% |
| 30D | -36.1% | +14.7% | -50.8% | -42.0% |
| 3M | -36.9% | +11.1% | -48.0% | -42.8% |
| 6M | -22.2% | +45.6% | -67.8% | -43.6% |
| YTD | +29.9% | +17.1% | +12.8% | +3.4% |
| 1Y | +43.3% | +13.2% | +30.1% | +17.1% |
| 3Y | +142.7% | -22.2% | +164.9% | +156.1% |
| 5Y | +126.2% | -10.1% | +136.3% | +112.0% |
| All | +1,162.1% | +303.2% | +858.9% | +457.3% |
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