+78.9%
INFY vs CDW
+300.6%
-221.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.8% | -6.4% | -1.4% |
| 7D | -5.4% | +0.9% | -6.3% | -5.8% |
| 30D | -9.9% | +13.1% | -22.9% | -14.0% |
| 3M | -4.6% | +19.7% | -24.2% | -11.4% |
| 6M | -18.5% | +30.7% | -49.2% | -28.2% |
| YTD | -36.5% | +14.7% | -51.2% | -41.4% |
| 1Y | -32.8% | -5.3% | -27.4% | -33.4% |
| 3Y | -32.2% | -23.8% | -8.4% | -28.8% |
| 5Y | -44.7% | -16.8% | -27.9% | -45.2% |
| All | +78.9% | +300.6% | -221.7% | +6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling