+780.7%
GOOG vs CDW
+300.6%
+480.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.8% | -6.3% | -1.4% |
| 7D | 0.0% | +0.9% | -0.9% | -0.5% |
| 30D | -2.0% | +13.1% | -15.0% | -6.9% |
| 3M | -5.9% | +19.7% | -25.5% | -13.2% |
| 6M | +8.9% | +30.7% | -21.8% | -6.0% |
| YTD | +7.1% | +14.7% | -7.6% | -2.9% |
| 1Y | +39.7% | -5.3% | +45.0% | +37.1% |
| 3Y | +145.8% | -23.8% | +169.7% | +155.8% |
| 5Y | +138.6% | -16.8% | +155.4% | +132.9% |
| All | +780.7% | +300.6% | +480.1% | +384.9% |
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