+564.1%
AMZN vs CDW
+262.5%
+301.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.2% |
| 7D | -1.0% | -4.2% | +3.2% | +0.6% |
| 30D | -9.2% | +4.9% | -14.1% | -11.4% |
| 3M | +3.4% | +7.3% | -3.9% | -0.9% |
| 6M | +18.2% | +19.2% | -1.0% | +5.4% |
| YTD | +9.3% | +6.2% | +3.2% | +1.9% |
| 1Y | +5.9% | -14.0% | +20.0% | +8.0% |
| 3Y | +82.6% | -30.0% | +112.6% | +98.6% |
| 5Y | +44.9% | -23.6% | +68.5% | +48.8% |
| 10Y | +564.1% | +269.4% | +294.7% | +264.6% |
| All | +564.1% | +262.5% | +301.6% | +264.6% |
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