+151.2%
GE vs CDW
+315.4%
-164.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | +5.1% | +9.1% | -4.0% | +1.5% |
| 30D | +7.6% | +13.7% | -6.1% | +1.6% |
| 3M | -9.3% | +27.0% | -36.3% | -19.0% |
| 6M | +11.5% | +75.9% | -64.3% | -15.6% |
| YTD | +7.9% | +28.9% | -21.0% | -9.3% |
| 1Y | +7.6% | +19.6% | -12.0% | -6.2% |
| 3Y | +265.9% | -14.6% | +280.5% | +265.1% |
| 5Y | +405.9% | -3.2% | +409.1% | +360.0% |
| All | +151.2% | +315.4% | -164.2% | +43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling