+133.7%
GOOG vs CDW
-22.8%
+156.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | +1.5% |
| 7D | +1.1% | -3.9% | +4.9% | +2.2% |
| 30D | -5.1% | +6.9% | -11.9% | -7.2% |
| 3M | -7.1% | +7.7% | -14.8% | -9.9% |
| 6M | +12.7% | +18.3% | -5.7% | +3.3% |
| YTD | +7.1% | +7.8% | -0.7% | +1.3% |
| 1Y | +43.6% | -12.2% | +55.8% | +47.3% |
| 3Y | +146.8% | -28.9% | +175.7% | +163.6% |
| 5Y | +133.7% | -22.8% | +156.5% | +126.2% |
| All | +133.7% | -22.8% | +156.5% | +126.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling