+301.5%
CDW vs SONY
+366.0%
-64.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +9.1% | -3.2% | +12.3% | +10.4% |
| 30D | +13.7% | +9.6% | +4.1% | +9.6% |
| 3M | +27.0% | +13.3% | +13.8% | +20.8% |
| 6M | +75.9% | +20.3% | +55.6% | +63.0% |
| YTD | +28.9% | +4.1% | +24.7% | +25.2% |
| 1Y | +19.6% | -11.9% | +31.5% | +24.2% |
| 3Y | -14.6% | +56.6% | -71.2% | -32.4% |
| 5Y | -3.2% | +10.9% | -14.1% | -12.9% |
| All | +301.5% | +366.0% | -64.5% | +114.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling