+339.5%
HPQ vs CDW
+903.1%
-563.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.8% |
| 7D | +6.9% | +3.2% | +3.8% | +4.9% |
| 30D | +14.4% | +9.3% | +5.2% | +8.1% |
| 3M | +25.6% | +9.8% | +15.8% | +17.4% |
| 6M | +75.0% | +23.3% | +51.7% | +49.1% |
| YTD | +50.7% | +13.7% | +37.0% | +34.1% |
| 1Y | +18.7% | -6.5% | +25.1% | +18.1% |
| 3Y | +21.5% | -25.2% | +46.8% | +34.9% |
| 5Y | +31.6% | -19.5% | +51.1% | +38.1% |
| 10Y | +216.1% | +285.8% | -69.8% | +56.5% |
| All | +339.5% | +903.1% | -563.6% | +82.9% |
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 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