+92.4%
CMCSA vs CDW
+903.1%
-810.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -2.1% | +3.2% | -5.3% | -3.1% |
| 30D | +7.0% | +9.3% | -2.3% | +3.6% |
| 3M | +15.1% | +9.8% | +5.3% | +10.8% |
| 6M | -15.4% | +23.3% | -38.7% | -23.1% |
| YTD | -1.9% | +13.7% | -15.5% | -8.7% |
| 1Y | -12.7% | -6.5% | -6.2% | -13.4% |
| 3Y | -31.0% | -25.2% | -5.8% | -28.1% |
| 5Y | -46.1% | -19.5% | -26.6% | -46.5% |
| 10Y | +10.8% | +285.8% | -275.0% | -33.6% |
| All | +92.4% | +903.1% | -810.7% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling