+1,676.4%
MSFT vs CDW
+903.1%
+773.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -2.7% | +3.2% | -5.9% | -3.9% |
| 30D | +2.7% | +9.3% | -6.6% | -1.3% |
| 3M | +17.0% | +9.8% | +7.2% | +11.2% |
| 6M | +23.8% | +23.3% | +0.5% | +9.6% |
| YTD | +4.0% | +13.7% | -9.7% | -5.3% |
| 1Y | -0.8% | -6.5% | +5.7% | -2.2% |
| 3Y | +55.6% | -25.2% | +80.8% | +64.2% |
| 5Y | +72.9% | -19.5% | +92.4% | +72.6% |
| 10Y | +875.8% | +285.8% | +590.0% | +406.8% |
| All | +1,676.4% | +903.1% | +773.3% | +729.7% |
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 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