+67.7%
ASML vs CDW
-8.7%
+76.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.1% | -3.2% | -6.7% |
| 7D | -19.0% | -4.1% | -14.9% | -17.8% |
| 30D | -25.9% | +16.7% | -42.7% | -31.4% |
| 3M | -19.1% | +13.6% | -32.6% | -25.1% |
| 6M | -5.7% | +17.0% | -22.8% | -18.4% |
| YTD | +27.6% | +18.1% | +9.5% | +7.6% |
| 1Y | +30.8% | +10.5% | +20.3% | +15.8% |
| 3Y | +116.2% | -20.9% | +137.1% | +134.3% |
| 5Y | +67.7% | -9.3% | +77.0% | +51.0% |
| All | +67.7% | -8.7% | +76.4% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling