+1,438.7%
CIEN vs CDW
+263.0%
+1,175.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -5.2% | +11.5% | +8.7% |
| 7D | -5.3% | -3.9% | -1.4% | -4.0% |
| 30D | -17.2% | +6.9% | -24.1% | -20.3% |
| 3M | -26.9% | +7.7% | -34.6% | -30.9% |
| 6M | +16.0% | +18.3% | -2.3% | +0.1% |
| YTD | +45.9% | +7.8% | +38.2% | +30.3% |
| 1Y | +186.8% | -12.2% | +199.0% | +187.6% |
| 3Y | +607.8% | -28.9% | +636.7% | +689.4% |
| 5Y | +506.7% | -22.8% | +529.5% | +534.9% |
| 10Y | +1,438.7% | +266.1% | +1,172.7% | +567.9% |
| All | +1,438.7% | +263.0% | +1,175.8% | +567.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling