+17.1%
BABA vs CDW
+303.2%
-286.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | +11.6% | +2.1% | +9.6% | +10.7% |
| 30D | +2.3% | +14.7% | -12.5% | -2.1% |
| 3M | -13.7% | +11.1% | -24.8% | -17.3% |
| 6M | -21.9% | +45.6% | -67.5% | -32.0% |
| YTD | -24.6% | +17.1% | -41.7% | -31.2% |
| 1Y | -34.1% | +13.2% | -47.3% | -39.2% |
| 3Y | +36.3% | -22.2% | +58.4% | +39.2% |
| 5Y | -26.7% | -10.1% | -16.6% | -30.6% |
| All | +17.1% | +303.2% | -286.1% | -26.8% |
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 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