+109.4%
IBM vs CDW
+903.1%
-793.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | -0.3% | +3.2% | -3.5% | -1.5% |
| 30D | +0.3% | +9.3% | -9.0% | -3.4% |
| 3M | -21.6% | +9.8% | -31.4% | -24.6% |
| 6M | -4.7% | +23.3% | -28.0% | -13.3% |
| YTD | -19.1% | +13.7% | -32.7% | -24.2% |
| 1Y | -2.5% | -6.5% | +4.0% | -2.4% |
| 3Y | +74.2% | -25.2% | +99.4% | +85.5% |
| 5Y | +113.1% | -19.5% | +132.6% | +115.1% |
| 10Y | +133.5% | +285.8% | -152.3% | +36.0% |
| All | +109.4% | +903.1% | -793.7% | +7.7% |
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 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