+46.0%
MSFT vs CDW
-14.4%
+60.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | -2.4% | +9.1% | -11.5% | -4.2% |
| 30D | -3.8% | +13.7% | -17.5% | -6.4% |
| 3M | +6.4% | +27.0% | -20.6% | +1.0% |
| 6M | +28.8% | +75.9% | -47.1% | +13.9% |
| YTD | +8.8% | +28.9% | -20.0% | +1.3% |
| 1Y | +3.2% | +19.6% | -16.5% | -2.2% |
| All | +46.0% | -14.4% | +60.4% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling