+140.7%
GOOG vs CDW
-30.2%
+170.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.9% |
| 7D | -1.6% | -4.2% | +2.7% | -1.0% |
| 30D | -7.7% | +4.9% | -12.5% | -8.4% |
| 3M | -9.3% | +7.3% | -16.6% | -10.4% |
| 6M | +7.4% | +19.2% | -11.7% | +2.9% |
| YTD | +4.9% | +6.2% | -1.3% | +2.9% |
| 1Y | +37.2% | -14.0% | +51.2% | +41.4% |
| All | +140.7% | -30.2% | +170.9% | +135.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling