+2,443.6%
AMAT vs CDW
+942.7%
+1,500.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.1% | -7.4% | -10.1% |
| 7D | -24.3% | -4.1% | -20.2% | -22.7% |
| 30D | -39.8% | +16.7% | -56.5% | -45.6% |
| 3M | -40.2% | +13.6% | -53.8% | -46.2% |
| 6M | -22.1% | +17.0% | -39.1% | -35.5% |
| YTD | +24.7% | +18.1% | +6.5% | +0.2% |
| 1Y | +33.3% | +10.5% | +22.8% | +12.4% |
| 3Y | +133.9% | -20.9% | +154.8% | +143.2% |
| 5Y | +117.1% | -9.3% | +126.4% | +105.1% |
| 10Y | +1,158.7% | +310.6% | +848.1% | +437.6% |
| All | +2,443.6% | +942.7% | +1,500.9% | +802.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling