+4.1%
CMCSA vs CDW
+316.1%
-312.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.4% |
| 7D | +0.7% | +2.6% | -1.9% | -0.3% |
| 30D | +21.0% | +20.4% | +0.6% | +13.3% |
| 3M | -0.9% | +28.5% | -29.4% | -9.8% |
| 6M | +2.9% | +70.6% | -67.7% | -15.8% |
| YTD | -5.9% | +29.1% | -35.0% | -16.9% |
| 1Y | +2.5% | +23.8% | -21.3% | -8.1% |
| 3Y | -28.3% | -14.5% | -13.8% | -28.8% |
| 5Y | -40.8% | -1.6% | -39.2% | -45.8% |
| All | +4.1% | +316.1% | -312.0% | -37.7% |
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