+560.5%
CSCO vs CDW
+903.1%
-342.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -0.7% | +3.2% | -3.8% | -2.0% |
| 30D | -10.1% | +9.3% | -19.4% | -13.8% |
| 3M | -15.7% | +9.8% | -25.5% | -19.9% |
| 6M | +36.3% | +23.3% | +12.9% | +20.8% |
| YTD | +43.8% | +13.7% | +30.2% | +31.6% |
| 1Y | +63.9% | -6.5% | +70.4% | +62.4% |
| 3Y | +104.4% | -25.2% | +129.6% | +116.9% |
| 5Y | +111.4% | -19.5% | +130.8% | +112.3% |
| 10Y | +361.7% | +285.8% | +75.9% | +142.1% |
| All | +560.5% | +903.1% | -342.6% | +200.4% |
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 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