+6.4%
CMCSA vs CDW
+329.6%
-323.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.1% |
| 7D | +4.6% | +13.1% | -8.5% | +0.3% |
| 30D | +19.8% | +19.1% | +0.7% | +12.6% |
| 3M | -0.3% | +24.7% | -25.0% | -8.3% |
| 6M | +0.3% | +63.4% | -63.0% | -16.8% |
| YTD | -6.9% | +26.3% | -33.2% | -17.2% |
| 1Y | +2.6% | +20.6% | -18.0% | -7.2% |
| 3Y | -29.0% | -16.3% | -12.7% | -29.1% |
| 5Y | -42.0% | -3.9% | -38.1% | -46.5% |
| 10Y | +6.4% | +331.5% | -325.1% | -38.3% |
| All | +6.4% | +329.6% | -323.1% | -38.3% |
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