+22.3%
BABA vs CDW
+473.2%
-450.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.1% | +8.8% | +4.4% |
| 7D | +8.6% | -4.1% | +12.7% | +9.6% |
| 30D | -1.1% | +16.7% | -17.8% | -6.1% |
| 3M | -15.9% | +13.6% | -29.5% | -20.2% |
| 6M | -17.5% | +17.0% | -34.6% | -24.6% |
| YTD | -25.6% | +18.1% | -43.7% | -32.7% |
| 1Y | -33.8% | +10.5% | -44.3% | -38.7% |
| 3Y | +34.6% | -20.9% | +55.5% | +36.5% |
| 5Y | -27.7% | -9.3% | -18.3% | -31.9% |
| 10Y | +17.7% | +310.6% | -292.9% | -45.5% |
| All | +22.3% | +473.2% | -450.9% | -53.2% |
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 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