+28.2%
BABA vs CDW
+451.4%
-423.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | -4.8% | +3.2% | -7.9% | -5.7% |
| 30D | -11.9% | +9.3% | -21.2% | -14.7% |
| 3M | -9.3% | +9.8% | -19.1% | -13.0% |
| 6M | -14.2% | +23.3% | -37.6% | -22.8% |
| YTD | -22.0% | +13.7% | -35.7% | -28.0% |
| 1Y | -12.7% | -6.5% | -6.2% | -13.9% |
| 3Y | +26.7% | -25.2% | +51.9% | +31.9% |
| 5Y | -29.3% | -19.5% | -9.9% | -30.2% |
| 10Y | +21.2% | +285.8% | -264.6% | -42.0% |
| All | +28.2% | +451.4% | -423.3% | -49.9% |
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