+133.6%
HOOD vs CDW
+0.5%
+133.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -4.0% |
| 7D | -5.1% | +13.1% | -18.2% | -11.8% |
| 30D | -25.4% | +19.1% | -44.5% | -32.8% |
| 3M | -14.0% | +24.7% | -38.7% | -24.8% |
| 6M | +5.6% | +63.4% | -57.8% | -25.0% |
| YTD | -28.1% | +26.3% | -54.4% | -42.2% |
| 1Y | -40.1% | +20.6% | -60.7% | -50.0% |
| 3Y | +888.2% | -16.3% | +904.5% | +941.2% |
| 5Y | +135.8% | -3.9% | +139.7% | +110.2% |
| All | +133.6% | +0.5% | +133.1% | +97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling