+414.3%
CDW vs QSR
+218.5%
+195.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +3.2% | +2.4% | +0.7% | +2.2% |
| 30D | +9.3% | +7.6% | +1.7% | +5.8% |
| 3M | +9.8% | +12.6% | -2.8% | +4.1% |
| 6M | +23.3% | +14.4% | +9.0% | +16.4% |
| YTD | +13.7% | +19.6% | -6.0% | +5.3% |
| 1Y | -6.5% | +33.9% | -40.4% | -17.5% |
| 3Y | -25.2% | +27.1% | -52.3% | -33.7% |
| 5Y | -19.5% | +48.5% | -68.0% | -33.7% |
| 10Y | +285.8% | +126.2% | +159.6% | +163.3% |
| All | +414.3% | +218.5% | +195.8% | +219.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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