+1,395.4%
ASML vs CDW
+303.2%
+1,092.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +5.9% | +5.5% |
| 7D | -9.0% | +2.1% | -11.1% | -10.5% |
| 30D | -21.0% | +14.7% | -35.7% | -27.1% |
| 3M | -16.3% | +11.1% | -27.4% | -22.8% |
| 6M | -7.5% | +45.6% | -53.1% | -29.0% |
| YTD | +34.0% | +17.1% | +16.9% | +11.4% |
| 1Y | +39.3% | +13.2% | +26.1% | +18.2% |
| 3Y | +128.9% | -22.2% | +151.0% | +140.9% |
| 5Y | +76.1% | -10.1% | +86.2% | +68.3% |
| All | +1,395.4% | +303.2% | +1,092.2% | +762.9% |
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