+111.9%
INTC vs CDW
+312.7%
-200.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.2% |
| 7D | +6.0% | +9.3% | -3.3% | +1.7% |
| 30D | -39.2% | +14.4% | -53.6% | -42.6% |
| 3M | -42.9% | +21.4% | -64.4% | -48.3% |
| 6M | -50.4% | +72.8% | -123.2% | -63.7% |
| YTD | +61.7% | +28.0% | +33.7% | +33.6% |
| 1Y | +66.1% | +19.3% | +46.8% | +43.2% |
| 3Y | +58.1% | -15.3% | +73.5% | +62.2% |
| 5Y | +27.9% | -3.8% | +31.6% | +19.4% |
| All | +111.9% | +312.7% | -200.7% | +13.2% |
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