+2,755.4%
AVGO vs CDW
+263.0%
+2,492.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.2% | +8.2% | +5.7% |
| 7D | -0.3% | -3.9% | +3.6% | +1.5% |
| 30D | -13.8% | +6.9% | -20.7% | -17.4% |
| 3M | -6.9% | +7.7% | -14.6% | -12.7% |
| 6M | +11.9% | +18.3% | -6.4% | -4.0% |
| YTD | +6.9% | +7.8% | -0.9% | -4.1% |
| 1Y | +7.4% | -12.2% | +19.6% | +8.9% |
| 3Y | +345.6% | -28.9% | +374.5% | +405.5% |
| 5Y | +718.9% | -22.8% | +741.7% | +767.1% |
| 10Y | +2,755.4% | +266.1% | +2,489.3% | +1,584.0% |
| All | +2,755.4% | +263.0% | +2,492.4% | +1,584.0% |
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 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