+322.0%
CDW vs TECH
+193.9%
+128.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +20.4% | +0.3% | +20.1% | +20.3% |
| 3M | +28.5% | +1.0% | +27.5% | +28.0% |
| 6M | +70.6% | +54.0% | +16.6% | +43.4% |
| YTD | +29.1% | +24.3% | +4.8% | +17.3% |
| 1Y | +23.8% | +23.7% | +0.1% | +12.5% |
| 3Y | -14.5% | +28.5% | -42.9% | -28.8% |
| 5Y | -1.6% | -41.2% | +39.7% | +12.2% |
| 10Y | +322.0% | +189.2% | +132.8% | +111.3% |
| All | +322.0% | +193.9% | +128.1% | +111.3% |
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