+41.3%
CIEN vs CDW
+23.1%
+18.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.2% | +6.6% | +8.8% |
| 7D | +8.7% | +2.6% | +6.2% | +8.6% |
| 30D | -26.9% | +20.4% | -47.3% | -25.8% |
| 3M | -23.6% | +28.5% | -52.1% | -22.2% |
| 6M | -49.1% | +70.6% | -119.7% | -45.1% |
| YTD | +26.6% | +29.1% | -2.5% | +42.2% |
| All | +41.3% | +23.1% | +18.2% | +79.8% |
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