+319.5%
CDW vs TECH
+204.1%
+115.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.8% | +4.8% |
| 7D | +9.3% | +0.2% | +9.1% | +9.2% |
| 30D | +15.8% | +0.5% | +15.3% | +15.6% |
| 3M | +21.8% | +0.9% | +20.9% | +21.4% |
| 6M | +58.8% | +51.0% | +7.7% | +34.5% |
| YTD | +22.8% | +24.4% | -1.6% | +11.5% |
| 1Y | +17.9% | +27.6% | -9.7% | +5.9% |
| 3Y | -17.4% | +29.9% | -47.4% | -31.6% |
| 5Y | -5.7% | -40.6% | +34.9% | +6.9% |
| 10Y | +319.5% | +196.7% | +122.8% | +108.2% |
| All | +319.5% | +204.1% | +115.3% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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