+118.4%
IBM vs CDW
+933.5%
-815.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -5.0% | +2.1% | -7.1% | -6.0% |
| 30D | +11.1% | +14.7% | -3.6% | +4.9% |
| 3M | +5.7% | +11.1% | -5.4% | +0.5% |
| 6M | +10.1% | +45.6% | -35.5% | -5.2% |
| YTD | -15.6% | +17.1% | -32.7% | -22.4% |
| 1Y | -19.5% | +13.2% | -32.7% | -25.1% |
| 3Y | +80.4% | -22.2% | +102.6% | +88.0% |
| 5Y | +140.0% | -10.1% | +150.1% | +130.6% |
| 10Y | +155.0% | +307.0% | -152.0% | +44.9% |
| All | +118.4% | +933.5% | -815.1% | +10.3% |
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