+1,644.6%
ASML vs CDW
+283.9%
+1,360.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.7% |
| 7D | +1.1% | +3.2% | -2.1% | -0.7% |
| 30D | +2.2% | +9.3% | -7.1% | -3.3% |
| 3M | -2.3% | +9.8% | -12.1% | -9.4% |
| 6M | +23.0% | +23.3% | -0.4% | +1.8% |
| YTD | +61.1% | +13.7% | +47.4% | +38.3% |
| 1Y | +129.1% | -6.5% | +135.6% | +121.3% |
| 3Y | +165.4% | -25.2% | +190.6% | +190.6% |
| 5Y | +109.5% | -19.5% | +128.9% | +116.4% |
| All | +1,644.6% | +283.9% | +1,360.7% | +815.4% |
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 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