+1,249.7%
GOOGL vs CDW
+1,039.4%
+210.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.3% |
| 7D | +1.6% | +2.6% | -1.0% | +0.6% |
| 30D | -16.8% | +20.4% | -37.2% | -22.6% |
| 3M | -14.6% | +28.5% | -43.1% | -23.1% |
| 6M | -24.4% | +70.6% | -95.0% | -39.9% |
| YTD | -6.1% | +29.1% | -35.2% | -18.8% |
| 1Y | +1.0% | +23.8% | -22.8% | -11.3% |
| 3Y | +123.4% | -14.5% | +137.9% | +120.6% |
| 5Y | +103.2% | -1.6% | +104.8% | +85.8% |
| 10Y | +667.7% | +322.0% | +345.7% | +302.1% |
| All | +1,249.7% | +1,039.4% | +210.3% | +533.6% |
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