+694.6%
DELL vs CDW
-29.2%
+723.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.2% | +7.0% | +4.6% |
| 7D | +25.6% | -3.9% | +29.5% | +28.0% |
| 30D | +17.7% | +6.9% | +10.8% | +13.1% |
| 3M | +33.4% | +7.7% | +25.7% | +25.6% |
| 6M | +266.2% | +18.3% | +247.9% | +214.6% |
| YTD | +328.0% | +7.8% | +320.2% | +289.7% |
| 1Y | +339.6% | -12.2% | +351.8% | +355.8% |
| 3Y | +694.6% | -28.9% | +723.5% | +778.0% |
| All | +694.6% | -29.2% | +723.8% | +778.0% |
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