+474.0%
AVGO vs CDW
-10.5%
+484.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.1% |
| 7D | -9.9% | +2.1% | -12.0% | -11.1% |
| 30D | -22.0% | +14.7% | -36.7% | -27.3% |
| 3M | -30.0% | +11.1% | -41.2% | -34.7% |
| 6M | -30.7% | +45.6% | -76.3% | -45.6% |
| YTD | -14.7% | +17.1% | -31.8% | -26.7% |
| 1Y | -16.8% | +13.2% | -30.0% | -26.7% |
| 3Y | +244.4% | -22.2% | +266.6% | +275.9% |
| All | +474.0% | -10.5% | +484.5% | +447.7% |
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