+499.0%
CSCO vs CDW
+983.6%
-484.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.8% | +0.3% | +3.2% |
| 7D | -2.9% | +9.3% | -12.2% | -6.5% |
| 30D | -16.7% | +15.8% | -32.5% | -21.9% |
| 3M | -18.4% | +21.8% | -40.2% | -25.8% |
| 6M | +2.9% | +58.8% | -55.8% | -17.4% |
| YTD | +30.4% | +22.8% | +7.7% | +14.7% |
| 1Y | +41.4% | +17.9% | +23.5% | +26.4% |
| 3Y | +104.7% | -17.4% | +122.1% | +106.7% |
| 5Y | +96.9% | -5.7% | +102.7% | +83.5% |
| 10Y | +321.5% | +319.5% | +2.0% | +112.0% |
| All | +499.0% | +983.6% | -484.6% | +161.7% |
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