+75.5%
ASML vs CDW
-10.5%
+85.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +5.9% | +5.4% |
| 7D | -9.0% | +2.1% | -11.1% | -10.2% |
| 30D | -21.0% | +14.7% | -35.7% | -26.2% |
| 3M | -16.3% | +11.1% | -27.4% | -21.8% |
| 6M | -7.5% | +45.6% | -53.1% | -27.6% |
| YTD | +34.0% | +17.1% | +16.9% | +13.4% |
| 1Y | +39.3% | +13.2% | +26.1% | +20.7% |
| 3Y | +128.9% | -22.2% | +151.0% | +150.6% |
| All | +75.5% | -10.5% | +85.9% | +57.0% |
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