+3,313.5%
DELL vs CDW
+342.5%
+2,970.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.2% | +9.6% | +10.5% |
| 7D | +0.4% | +2.6% | -2.2% | -0.6% |
| 30D | -35.1% | +20.4% | -55.5% | -42.3% |
| 3M | -15.1% | +28.5% | -43.6% | -27.8% |
| 6M | +51.7% | +70.6% | -18.9% | +8.7% |
| YTD | +200.0% | +29.1% | +170.9% | +143.2% |
| 1Y | +172.1% | +23.8% | +148.4% | +127.1% |
| 3Y | +431.2% | -14.5% | +445.7% | +442.9% |
| 5Y | +633.1% | -1.6% | +634.7% | +579.3% |
| 10Y | +2,886.3% | +322.0% | +2,564.3% | +1,404.9% |
| All | +3,313.5% | +342.5% | +2,970.9% | +1,589.4% |
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