+120.7%
GOOGL vs CDW
-21.8%
+142.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | +1.8% | +2.1% | -0.3% | +1.4% |
| 30D | -18.8% | +14.7% | -33.5% | -20.3% |
| 3M | -20.3% | +11.1% | -31.5% | -21.7% |
| 6M | -28.4% | +45.6% | -73.9% | -32.5% |
| YTD | -8.8% | +17.1% | -25.9% | -11.8% |
| 1Y | +0.3% | +13.2% | -12.9% | -2.3% |
| 3Y | +120.7% | -22.2% | +142.9% | +110.7% |
| All | +120.7% | -21.8% | +142.5% | +110.7% |
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