+400.9%
DELL vs CDW
-18.4%
+419.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.8% | +0.6% | +3.0% |
| 7D | -11.8% | +9.3% | -21.1% | -16.1% |
| 30D | -40.8% | +15.8% | -56.6% | -45.4% |
| 3M | -23.6% | +21.8% | -45.4% | -31.7% |
| 6M | +33.4% | +58.8% | -25.4% | +3.0% |
| YTD | +178.0% | +22.8% | +155.2% | +135.3% |
| 1Y | +138.6% | +17.9% | +120.6% | +108.1% |
| 3Y | +400.9% | -17.4% | +418.3% | +410.0% |
| All | +400.9% | -18.4% | +419.2% | +410.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling