+2,300.3%
AVGO vs CDW
+325.6%
+1,974.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.8% | +3.9% | +6.3% |
| 7D | -0.9% | +9.3% | -10.2% | -5.6% |
| 30D | -11.6% | +15.8% | -27.4% | -18.6% |
| 3M | -25.2% | +21.8% | -47.0% | -33.9% |
| 6M | -25.4% | +58.8% | -84.2% | -44.7% |
| YTD | -7.2% | +22.8% | -30.0% | -23.2% |
| 1Y | -7.9% | +17.9% | -25.8% | -21.7% |
| 3Y | +262.1% | -17.4% | +279.5% | +274.7% |
| 5Y | +525.7% | -5.7% | +531.4% | +488.7% |
| 10Y | +2,300.3% | +319.5% | +1,980.8% | +1,360.4% |
| All | +2,300.3% | +325.6% | +1,974.7% | +1,360.4% |
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