+62.4%
MSFT vs CDW
-4.0%
+66.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.4% |
| 7D | -1.3% | +9.3% | -10.6% | -4.1% |
| 30D | -1.8% | +14.4% | -16.2% | -6.2% |
| 3M | +5.6% | +21.4% | -15.8% | -1.5% |
| 6M | +29.8% | +72.8% | -43.0% | +5.9% |
| YTD | +9.0% | +28.0% | -19.0% | -3.1% |
| 1Y | +4.9% | +19.3% | -14.4% | -4.1% |
| 3Y | +46.2% | -15.3% | +61.5% | +47.5% |
| All | +62.4% | -4.0% | +66.4% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling