-19.5%
IBM vs CDW
+10.0%
-29.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -5.0% | +2.1% | -7.1% | -6.1% |
| 30D | +11.1% | +14.7% | -3.6% | +4.0% |
| 3M | +5.7% | +11.1% | -5.4% | -0.2% |
| 6M | +10.1% | +45.6% | -35.5% | -6.0% |
| YTD | -15.6% | +17.1% | -32.7% | -22.7% |
| 1Y | -19.5% | +13.2% | -32.7% | -25.9% |
| All | -19.5% | +10.0% | -29.5% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling