+136.8%
DELL vs CDW
+20.3%
+116.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.9% | -6.3% | -4.5% |
| 7D | -18.1% | +13.1% | -31.2% | -21.9% |
| 30D | -42.9% | +19.1% | -62.0% | -46.7% |
| 3M | -26.9% | +24.7% | -51.6% | -33.2% |
| 6M | +28.8% | +63.4% | -34.6% | +6.7% |
| YTD | +168.4% | +26.3% | +142.1% | +133.4% |
| 1Y | +136.8% | +20.6% | +116.2% | +120.7% |
| All | +136.8% | +20.3% | +116.5% | +120.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling