+1,269.2%
CIEN vs CDW
+983.6%
+285.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.8% | +5.8% | +8.5% |
| 7D | -5.3% | +9.3% | -14.6% | -9.4% |
| 30D | -40.1% | +15.8% | -55.9% | -44.3% |
| 3M | -34.7% | +21.8% | -56.5% | -41.1% |
| 6M | -50.9% | +58.8% | -109.6% | -62.1% |
| YTD | +15.2% | +22.8% | -7.6% | -3.5% |
| 1Y | +35.2% | +17.9% | +17.3% | +16.0% |
| 3Y | +522.6% | -17.4% | +540.0% | +539.4% |
| 5Y | +344.2% | -5.7% | +350.0% | +321.4% |
| 10Y | +1,188.7% | +319.5% | +869.2% | +484.0% |
| All | +1,269.2% | +983.6% | +285.6% | +312.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling