+1,456.7%
GOOGL vs CDW
+903.1%
+553.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -2.3% | +3.2% | -5.5% | -3.4% |
| 30D | -6.6% | +9.3% | -15.8% | -9.9% |
| 3M | -8.9% | +9.8% | -18.7% | -13.0% |
| 6M | +11.9% | +23.3% | -11.5% | -0.4% |
| YTD | +8.3% | +13.7% | -5.3% | -0.9% |
| 1Y | +46.2% | -6.5% | +52.7% | +44.2% |
| 3Y | +151.9% | -25.2% | +177.1% | +163.9% |
| 5Y | +137.7% | -19.5% | +157.2% | +136.7% |
| 10Y | +757.6% | +285.8% | +471.7% | +369.4% |
| All | +1,456.7% | +903.1% | +553.6% | +673.2% |
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 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