+3.6%
GOOG vs CDW
+13.2%
-9.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +12.7% | -9.4% | +2.8% |
| 7D | -10.7% | +3.7% | -14.5% | -11.0% |
| 30D | -16.4% | +26.0% | -42.4% | -17.0% |
| 3M | -23.4% | +10.1% | -33.5% | -23.7% |
| 6M | -24.2% | +26.1% | -50.3% | -24.3% |
| YTD | -8.3% | +25.9% | -34.1% | -7.7% |
| 1Y | +3.6% | +21.5% | -18.0% | +5.3% |
| All | +3.6% | +13.2% | -9.6% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling