+10.2%
CMCSA vs CDW
+263.0%
-252.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | +1.1% |
| 7D | +0.1% | -3.9% | +4.0% | +1.3% |
| 30D | +3.8% | +6.9% | -3.1% | +1.1% |
| 3M | +12.3% | +7.7% | +4.6% | +8.7% |
| 6M | -15.4% | +18.3% | -33.7% | -22.5% |
| YTD | -2.5% | +7.8% | -10.2% | -8.0% |
| 1Y | -13.4% | -12.2% | -1.2% | -12.2% |
| 3Y | -30.4% | -28.9% | -1.4% | -26.0% |
| 5Y | -45.0% | -22.8% | -22.2% | -44.9% |
| 10Y | +10.2% | +266.1% | -255.9% | -35.0% |
| All | +10.2% | +263.0% | -252.8% | -35.0% |
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