+114.0%
CSCO vs CDW
-22.8%
+136.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | +1.7% |
| 7D | -0.5% | -3.9% | +3.4% | +0.7% |
| 30D | -10.1% | +6.9% | -17.0% | -12.6% |
| 3M | -11.7% | +7.7% | -19.4% | -15.0% |
| 6M | +40.1% | +18.3% | +21.8% | +28.0% |
| YTD | +43.8% | +7.8% | +36.0% | +36.1% |
| 1Y | +66.6% | -12.2% | +78.8% | +70.6% |
| 3Y | +108.5% | -28.9% | +137.5% | +124.2% |
| 5Y | +114.0% | -22.8% | +136.7% | +111.3% |
| All | +114.0% | -22.8% | +136.7% | +111.3% |
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