+306.4%
CSCO vs CDW
+303.2%
+3.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -10.2% | +2.1% | -12.3% | -11.2% |
| 30D | -20.1% | +14.7% | -34.8% | -24.9% |
| 3M | -22.1% | +11.1% | -33.2% | -26.6% |
| 6M | +3.2% | +45.6% | -42.4% | -14.9% |
| YTD | +24.1% | +17.1% | +7.0% | +10.7% |
| 1Y | +34.6% | +13.2% | +21.4% | +21.9% |
| 3Y | +90.0% | -22.2% | +112.2% | +97.0% |
| 5Y | +88.6% | -10.1% | +98.7% | +77.8% |
| All | +306.4% | +303.2% | +3.2% | +129.5% |
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