+162.4%
GE vs CDW
+325.6%
-163.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.8% | -1.0% | +1.9% |
| 7D | +6.3% | +9.3% | -3.1% | +2.3% |
| 30D | +8.9% | +15.8% | -6.9% | +2.1% |
| 3M | -9.2% | +21.8% | -31.0% | -17.5% |
| 6M | +13.2% | +58.8% | -45.5% | -10.5% |
| YTD | +9.4% | +22.8% | -13.4% | -6.2% |
| 1Y | +9.8% | +17.9% | -8.1% | -4.1% |
| 3Y | +278.2% | -17.4% | +295.6% | +281.6% |
| 5Y | +396.0% | -5.7% | +401.8% | +354.8% |
| 10Y | +162.4% | +319.5% | -157.1% | +53.1% |
| All | +162.4% | +325.6% | -163.3% | +53.1% |
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