+279.2%
GE vs CDW
+1,039.4%
-760.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.6% |
| 7D | +4.0% | +2.6% | +1.5% | +3.0% |
| 30D | +11.1% | +20.4% | -9.3% | +2.9% |
| 3M | -6.7% | +28.5% | -35.2% | -16.6% |
| 6M | +14.3% | +70.6% | -56.3% | -10.9% |
| YTD | +11.7% | +29.1% | -17.3% | -5.0% |
| 1Y | +10.9% | +23.8% | -12.9% | -4.2% |
| 3Y | +279.0% | -14.5% | +293.5% | +277.1% |
| 5Y | +427.0% | -1.6% | +428.6% | +381.2% |
| 10Y | +158.6% | +322.0% | -163.4% | +42.5% |
| All | +279.2% | +1,039.4% | -760.1% | +84.3% |
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