+1,251.8%
GOOG vs CDW
+1,030.0%
+221.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | +3.0% | +9.3% | -6.3% | -0.2% |
| 30D | -14.9% | +14.4% | -29.2% | -19.3% |
| 3M | -14.9% | +21.4% | -36.3% | -21.8% |
| 6M | -26.6% | +72.8% | -99.4% | -41.9% |
| YTD | -6.6% | +28.0% | -34.6% | -19.1% |
| 1Y | +5.1% | +19.3% | -14.3% | -6.3% |
| 3Y | +121.0% | -15.3% | +136.3% | +118.9% |
| 5Y | +97.3% | -3.8% | +101.1% | +82.0% |
| 10Y | +683.2% | +318.5% | +364.7% | +311.1% |
| All | +1,251.8% | +1,030.0% | +221.8% | +535.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling