+892.4%
CDW vs TECH
+365.3%
+527.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +2.1% | +0.2% | +1.9% | +2.0% |
| 30D | +14.7% | +0.3% | +14.4% | +14.6% |
| 3M | +11.1% | +1.3% | +9.8% | +10.6% |
| 6M | +45.6% | +54.0% | -8.4% | +23.0% |
| YTD | +17.1% | +24.3% | -7.2% | +6.7% |
| 1Y | +13.2% | +25.8% | -12.6% | +2.5% |
| 3Y | -22.2% | +26.0% | -48.2% | -34.1% |
| 5Y | -10.1% | -40.1% | +30.0% | -0.1% |
| 10Y | +307.0% | +210.6% | +96.4% | +130.4% |
| All | +892.4% | +365.3% | +527.2% | +455.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling