+1,786.3%
MSFT vs CDW
+933.5%
+852.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | +1.7% | +2.1% | -0.4% | +0.7% |
| 30D | +0.2% | +14.7% | -14.6% | -5.6% |
| 3M | +6.4% | +11.1% | -4.8% | +0.7% |
| 6M | +28.7% | +45.6% | -16.9% | +7.4% |
| YTD | +10.4% | +17.1% | -6.7% | -1.5% |
| 1Y | +7.6% | +13.2% | -5.5% | -2.7% |
| 3Y | +52.3% | -22.2% | +74.5% | +56.8% |
| 5Y | +64.5% | -10.1% | +74.6% | +55.3% |
| 10Y | +917.8% | +307.0% | +610.8% | +414.0% |
| All | +1,786.3% | +933.5% | +852.8% | +763.0% |
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 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