+718.9%
AVGO vs CDW
-22.8%
+741.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.2% | +8.2% | +5.5% |
| 7D | -0.3% | -3.9% | +3.6% | +1.3% |
| 30D | -13.8% | +6.9% | -20.7% | -17.2% |
| 3M | -6.9% | +7.7% | -14.6% | -12.3% |
| 6M | +11.9% | +18.3% | -6.4% | -3.6% |
| YTD | +6.9% | +7.8% | -0.9% | -3.3% |
| 1Y | +7.4% | -12.2% | +19.6% | +11.1% |
| 3Y | +345.6% | -28.9% | +374.5% | +413.1% |
| 5Y | +718.9% | -22.8% | +741.7% | +751.2% |
| All | +718.9% | -22.8% | +741.7% | +751.2% |
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