+304.6%
CIEN vs CDW
-10.5%
+315.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.3% | +5.8% |
| 7D | -24.1% | +2.1% | -26.2% | -25.0% |
| 30D | -45.5% | +14.7% | -60.2% | -48.8% |
| 3M | -39.7% | +11.1% | -50.8% | -43.1% |
| 6M | -57.8% | +45.6% | -103.4% | -65.9% |
| YTD | +4.1% | +17.1% | -13.0% | -10.1% |
| 1Y | +20.8% | +13.2% | +7.6% | +7.1% |
| 3Y | +463.1% | -22.2% | +485.3% | +517.2% |
| All | +304.6% | -10.5% | +315.0% | +270.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling