+994.1%
CDW vs SONY
+581.3%
+412.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | +2.6% | +2.1% | +0.5% | +1.7% |
| 30D | +20.4% | +9.2% | +11.2% | +16.9% |
| 3M | +28.5% | +12.2% | +16.3% | +23.5% |
| 6M | +70.6% | +24.4% | +46.2% | +58.4% |
| YTD | +29.1% | +3.5% | +25.6% | +26.3% |
| 1Y | +23.8% | -9.2% | +32.9% | +26.3% |
| 3Y | -14.5% | +55.6% | -70.1% | -28.7% |
| 5Y | -1.6% | +12.0% | -13.5% | -10.2% |
| 10Y | +322.0% | +363.7% | -41.7% | +163.8% |
| All | +994.1% | +581.3% | +412.8% | +520.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling