+12,980.7%
AVGO vs CDW
+903.1%
+12,077.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.7% |
| 7D | -3.0% | +3.2% | -6.1% | -4.7% |
| 30D | -14.4% | +9.3% | -23.7% | -18.8% |
| 3M | -14.4% | +9.8% | -24.2% | -20.2% |
| 6M | +13.1% | +23.3% | -10.2% | -4.5% |
| YTD | +3.8% | +13.7% | -9.9% | -9.1% |
| 1Y | +17.8% | -6.5% | +24.3% | +15.5% |
| 3Y | +325.3% | -25.2% | +350.5% | +368.7% |
| 5Y | +689.9% | -19.5% | +709.4% | +720.6% |
| 10Y | +2,597.0% | +285.8% | +2,311.2% | +1,161.1% |
| All | +12,980.7% | +903.1% | +12,077.6% | +4,731.8% |
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