-39.9%
BABA vs CDW
-2.4%
-37.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.9% | -7.0% |
| 7D | -12.7% | +9.1% | -21.8% | -14.2% |
| 30D | -14.9% | +13.7% | -28.6% | -17.4% |
| 3M | -24.6% | +27.0% | -51.7% | -28.9% |
| 6M | -29.3% | +75.9% | -105.2% | -39.3% |
| YTD | -35.0% | +28.9% | -63.9% | -40.5% |
| 1Y | -39.7% | +19.6% | -59.3% | -43.4% |
| 3Y | +21.2% | -14.6% | +35.8% | +23.0% |
| 5Y | -39.9% | -3.2% | -36.7% | -48.2% |
| All | -39.9% | -2.4% | -37.5% | -48.2% |
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