+250.7%
HOOD vs CDW
-9.6%
+260.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.5% |
| 7D | +17.1% | +3.2% | +13.9% | +15.2% |
| 30D | +31.6% | +9.3% | +22.3% | +25.2% |
| 3M | +38.2% | +9.8% | +28.4% | +28.5% |
| 6M | +48.5% | +23.3% | +25.2% | +21.4% |
| YTD | +8.0% | +13.7% | -5.7% | -6.9% |
| 1Y | +18.7% | -6.5% | +25.1% | +18.9% |
| 3Y | +999.1% | -25.2% | +1,024.3% | +1,148.6% |
| 5Y | +181.7% | -19.5% | +201.2% | +210.5% |
| All | +250.7% | -9.6% | +260.3% | +218.6% |
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