+496.0%
CSCO vs CDW
+1,014.9%
-518.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.7% |
| 7D | -4.7% | +13.1% | -17.8% | -9.5% |
| 30D | -17.1% | +19.1% | -36.2% | -23.1% |
| 3M | -19.6% | +24.7% | -44.3% | -27.6% |
| 6M | +2.4% | +63.4% | -60.9% | -18.8% |
| YTD | +29.8% | +26.3% | +3.5% | +12.8% |
| 1Y | +38.7% | +20.6% | +18.1% | +22.9% |
| 3Y | +101.3% | -16.3% | +117.7% | +102.4% |
| 5Y | +94.8% | -3.9% | +98.8% | +80.2% |
| 10Y | +324.2% | +331.5% | -7.3% | +110.9% |
| All | +496.0% | +1,014.9% | -518.9% | +157.4% |
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