+47.5%
ASML vs CDW
+19.9%
+27.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | -0.2% |
| 7D | +4.9% | +9.3% | -4.4% | +5.4% |
| 30D | -9.3% | +14.4% | -23.6% | -8.1% |
| 3M | -19.0% | +21.4% | -40.4% | -17.4% |
| 6M | -5.2% | +72.8% | -78.0% | +0.8% |
| YTD | +40.6% | +28.0% | +12.6% | +47.4% |
| 1Y | +47.5% | +19.3% | +28.2% | +59.9% |
| All | +47.5% | +19.9% | +27.6% | +59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling