+1,449.5%
GOOG vs CDW
+903.1%
+546.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -2.1% | +3.2% | -5.3% | -3.3% |
| 30D | -6.8% | +9.3% | -16.1% | -10.2% |
| 3M | -9.1% | +9.8% | -18.9% | -13.1% |
| 6M | +10.7% | +23.3% | -12.6% | -1.5% |
| YTD | +7.1% | +13.7% | -6.6% | -2.1% |
| 1Y | +44.6% | -6.5% | +51.1% | +42.6% |
| 3Y | +147.4% | -25.2% | +172.7% | +159.1% |
| 5Y | +133.8% | -19.5% | +153.3% | +132.8% |
| 10Y | +777.5% | +285.8% | +491.7% | +379.8% |
| All | +1,449.5% | +903.1% | +546.4% | +668.1% |
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