+456.8%
EBAY vs CDW
+912.4%
-455.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.8% | -5.3% | +0.3% |
| 7D | +4.2% | +0.9% | +3.3% | +3.8% |
| 30D | +5.6% | +13.1% | -7.4% | +1.3% |
| 3M | -1.4% | +19.7% | -21.1% | -7.7% |
| 6M | +18.2% | +30.7% | -12.5% | +5.2% |
| YTD | +24.8% | +14.7% | +10.1% | +15.7% |
| 1Y | +18.0% | -5.3% | +23.3% | +16.2% |
| 3Y | +160.3% | -23.8% | +184.1% | +169.1% |
| 5Y | +62.1% | -16.8% | +79.0% | +59.7% |
| 10Y | +283.1% | +299.0% | -15.9% | +111.1% |
| All | +456.8% | +912.4% | -455.6% | +185.3% |
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