+139.3%
HOOD vs CDW
-2.3%
+141.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.8% | -1.9% | +0.2% |
| 7D | -0.6% | +9.3% | -9.9% | -5.8% |
| 30D | -23.6% | +15.8% | -39.4% | -30.0% |
| 3M | -10.7% | +21.8% | -32.5% | -20.8% |
| 6M | +8.2% | +58.8% | -50.6% | -21.9% |
| YTD | -26.3% | +22.8% | -49.1% | -39.8% |
| 1Y | -36.1% | +17.9% | -54.0% | -46.0% |
| 3Y | +950.7% | -17.4% | +968.1% | +1,012.6% |
| 5Y | +127.0% | -5.7% | +132.8% | +104.7% |
| All | +139.3% | -2.3% | +141.6% | +105.9% |
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