+519.4%
CSCO vs CDW
+1,037.5%
-518.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +6.6% | +9.1% | -2.5% | +3.0% |
| 30D | -11.3% | +13.7% | -25.0% | -16.2% |
| 3M | -17.3% | +27.0% | -44.4% | -26.0% |
| 6M | +3.5% | +75.9% | -72.4% | -20.3% |
| YTD | +34.9% | +28.9% | +6.0% | +16.3% |
| 1Y | +40.5% | +19.6% | +20.9% | +25.1% |
| 3Y | +109.3% | -14.6% | +123.9% | +108.7% |
| 5Y | +105.9% | -3.2% | +109.0% | +90.0% |
| 10Y | +335.8% | +321.3% | +14.5% | +118.3% |
| All | +519.4% | +1,037.5% | -518.0% | +165.4% |
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