+20.2%
BABA vs CDW
+316.1%
-295.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.8% |
| 7D | -3.6% | +2.6% | -6.1% | -4.5% |
| 30D | -8.4% | +20.4% | -28.8% | -13.5% |
| 3M | -20.6% | +28.5% | -49.1% | -27.1% |
| 6M | -25.4% | +70.6% | -96.0% | -38.1% |
| YTD | -30.1% | +29.1% | -59.2% | -38.0% |
| 1Y | -36.3% | +23.8% | -60.1% | -42.7% |
| 3Y | +30.4% | -14.5% | +44.8% | +29.7% |
| 5Y | -35.7% | -1.6% | -34.2% | -40.8% |
| All | +20.2% | +316.1% | -295.9% | -34.3% |
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