+710.1%
GOOG vs CDW
+315.4%
+394.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +4.8% | +9.1% | -4.3% | +1.5% |
| 30D | -15.5% | +13.7% | -29.2% | -19.9% |
| 3M | -13.7% | +27.0% | -40.7% | -22.2% |
| 6M | -23.0% | +75.9% | -98.8% | -40.0% |
| YTD | -5.7% | +28.9% | -34.6% | -18.9% |
| 1Y | +3.0% | +19.6% | -16.6% | -8.5% |
| 3Y | +122.4% | -14.6% | +137.0% | +120.1% |
| 5Y | +99.2% | -3.2% | +102.4% | +81.8% |
| All | +710.1% | +315.4% | +394.7% | +331.2% |
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