+265.0%
CDW vs SONY
+286.8%
-21.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | -7.4% | -5.8% | -1.6% | -5.2% |
| 30D | +5.8% | -0.4% | +6.2% | +5.9% |
| 3M | +10.8% | +13.3% | -2.5% | +5.4% |
| 6M | +21.5% | +8.5% | +13.0% | +16.6% |
| YTD | +6.4% | -8.1% | +14.5% | +8.7% |
| 1Y | -14.8% | -17.9% | +3.1% | -9.4% |
| 3Y | -29.9% | +41.4% | -71.3% | -42.3% |
| 5Y | -22.9% | +9.3% | -32.1% | -30.7% |
| All | +265.0% | +286.8% | -21.8% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SONY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling