+132.8%
AMAT vs CDW
-21.1%
+153.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.1% | -7.4% | -12.0% |
| 7D | -24.3% | -4.1% | -20.2% | -23.3% |
| 30D | -39.8% | +16.7% | -56.5% | -42.3% |
| 3M | -40.2% | +13.6% | -53.8% | -42.8% |
| 6M | -22.1% | +17.0% | -39.1% | -28.1% |
| YTD | +24.7% | +18.1% | +6.5% | +13.0% |
| 1Y | +33.3% | +10.5% | +22.8% | +26.4% |
| All | +132.8% | -21.1% | +153.9% | +138.4% |
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