+10,653.5%
AVGO vs CDW
+933.5%
+9,719.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.2% |
| 7D | -9.9% | +2.1% | -12.0% | -11.3% |
| 30D | -22.0% | +14.7% | -36.7% | -27.9% |
| 3M | -30.0% | +11.1% | -41.2% | -35.2% |
| 6M | -30.7% | +45.6% | -76.3% | -46.1% |
| YTD | -14.7% | +17.1% | -31.8% | -27.6% |
| 1Y | -16.8% | +13.2% | -30.0% | -27.8% |
| 3Y | +244.4% | -22.2% | +266.6% | +265.8% |
| 5Y | +474.0% | -10.1% | +484.1% | +454.0% |
| 10Y | +2,122.6% | +307.0% | +1,815.6% | +896.5% |
| All | +10,653.5% | +933.5% | +9,719.9% | +3,749.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling