-30.4%
CMCSA vs CDW
-29.2%
-1.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | +0.3% |
| 7D | +0.1% | -3.9% | +4.0% | +0.8% |
| 30D | +3.8% | +6.9% | -3.1% | +2.4% |
| 3M | +12.3% | +7.7% | +4.6% | +10.4% |
| 6M | -15.4% | +18.3% | -33.7% | -19.4% |
| YTD | -2.5% | +7.8% | -10.2% | -5.5% |
| 1Y | -13.4% | -12.2% | -1.2% | -12.3% |
| 3Y | -30.4% | -28.9% | -1.4% | -32.6% |
| All | -30.4% | -29.2% | -1.1% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling