+4,681.2%
DELL vs CDW
+289.6%
+4,391.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.1% |
| 7D | +14.9% | +3.2% | +11.7% | +12.7% |
| 30D | +13.3% | +9.3% | +4.0% | +7.0% |
| 3M | +24.4% | +9.8% | +14.6% | +15.6% |
| 6M | +258.0% | +23.3% | +234.7% | +201.8% |
| YTD | +320.2% | +13.7% | +306.5% | +271.5% |
| 1Y | +319.1% | -6.5% | +325.5% | +316.0% |
| 3Y | +706.5% | -25.2% | +731.8% | +802.3% |
| 5Y | +1,071.9% | -19.5% | +1,091.4% | +1,133.3% |
| 10Y | +4,683.5% | +285.8% | +4,397.7% | +2,494.2% |
| All | +4,681.2% | +289.6% | +4,391.6% | +2,480.8% |
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