+108.1%
CSCO vs CDW
-14.3%
+122.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.1% |
| 7D | -2.8% | +2.6% | -5.3% | -3.3% |
| 30D | -12.6% | +20.4% | -33.0% | -16.7% |
| 3M | -16.0% | +28.5% | -44.5% | -21.7% |
| 6M | +2.8% | +70.6% | -67.8% | -12.1% |
| YTD | +33.2% | +29.1% | +4.1% | +22.3% |
| 1Y | +43.1% | +23.8% | +19.3% | +33.0% |
| All | +108.1% | -14.3% | +122.4% | +87.0% |
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 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