+477.0%
CIEN vs CDW
-19.1%
+496.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.5% |
| 7D | -15.2% | +3.2% | -18.4% | -16.4% |
| 30D | -21.5% | +9.3% | -30.8% | -24.7% |
| 3M | -40.1% | +9.8% | -49.9% | -43.3% |
| 6M | -6.6% | +23.3% | -29.9% | -20.1% |
| YTD | +37.3% | +13.7% | +23.6% | +21.2% |
| 1Y | +174.5% | -6.5% | +181.0% | +175.5% |
| 3Y | +562.3% | -25.2% | +587.5% | +644.9% |
| All | +477.0% | -19.1% | +496.2% | +488.5% |
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