-44.8%
CMCSA vs CDW
-19.1%
-25.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -2.1% | +3.2% | -5.3% | -2.9% |
| 30D | +7.0% | +9.3% | -2.3% | +4.4% |
| 3M | +15.1% | +9.8% | +5.3% | +11.7% |
| 6M | -15.4% | +23.3% | -38.7% | -21.6% |
| YTD | -1.9% | +13.7% | -15.5% | -7.3% |
| 1Y | -12.7% | -6.5% | -6.2% | -12.7% |
| 3Y | -31.0% | -25.2% | -5.8% | -28.6% |
| All | -44.8% | -19.1% | -25.7% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling