+203.0%
AMAT vs CDW
-25.3%
+228.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.6% |
| 7D | -1.5% | +3.2% | -4.7% | -2.5% |
| 30D | -14.8% | +9.3% | -24.1% | -17.5% |
| 3M | -9.3% | +9.8% | -19.1% | -12.8% |
| 6M | +27.4% | +23.3% | +4.1% | +12.6% |
| YTD | +77.6% | +13.7% | +63.9% | +62.7% |
| 1Y | +188.9% | -6.5% | +195.4% | +200.2% |
| All | +203.0% | -25.3% | +228.4% | +230.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling