+48.9%
CIEN vs CDW
+13.2%
+35.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +12.7% | -22.0% | -8.3% |
| 7D | -25.0% | +3.7% | -28.8% | -24.4% |
| 30D | -30.1% | +26.0% | -56.1% | -28.8% |
| 3M | -33.8% | +10.1% | -43.9% | -33.7% |
| 6M | -49.4% | +26.1% | -75.5% | -47.3% |
| YTD | +16.4% | +25.9% | -9.5% | +28.6% |
| 1Y | +48.9% | +21.5% | +27.3% | +73.7% |
| All | +48.9% | +13.2% | +35.7% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1y: compounded portfolio wealth divided by compounded CDW 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…
1y analysis · Full analysis span regression · 6 months rolling