-27.7%
BABA vs CDW
-8.7%
-18.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.1% | +8.8% | +3.9% |
| 7D | +8.6% | -4.1% | +12.7% | +9.2% |
| 30D | -1.1% | +16.7% | -17.8% | -4.5% |
| 3M | -15.9% | +13.6% | -29.5% | -18.9% |
| 6M | -17.5% | +17.0% | -34.6% | -22.4% |
| YTD | -25.6% | +18.1% | -43.7% | -30.6% |
| 1Y | -33.8% | +10.5% | -44.3% | -36.9% |
| 3Y | +34.6% | -20.9% | +55.5% | +38.3% |
| 5Y | -27.7% | -9.3% | -18.3% | -37.5% |
| All | -27.7% | -8.7% | -18.9% | -37.5% |
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