+1,243.0%
GOOG vs CDW
+1,039.4%
+203.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.2% |
| 7D | +1.2% | +2.6% | -1.4% | +0.2% |
| 30D | -16.7% | +20.4% | -37.1% | -22.5% |
| 3M | -15.2% | +28.5% | -43.7% | -23.7% |
| 6M | -24.8% | +70.6% | -95.4% | -40.1% |
| YTD | -7.2% | +29.1% | -36.3% | -19.8% |
| 1Y | -0.1% | +23.8% | -23.9% | -12.3% |
| 3Y | +118.8% | -14.5% | +133.3% | +116.0% |
| 5Y | +99.9% | -1.6% | +101.5% | +82.8% |
| 10Y | +678.2% | +322.0% | +356.2% | +307.3% |
| All | +1,243.0% | +1,039.4% | +203.7% | +529.3% |
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