-42.3%
MSTR vs CDW
+13.2%
-55.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +12.7% | -7.6% | +2.3% |
| 7D | -1.8% | +3.7% | -5.5% | -2.7% |
| 30D | -13.3% | +26.0% | -39.3% | -16.9% |
| 3M | +46.0% | +10.1% | +35.9% | +41.9% |
| 6M | -22.4% | +26.1% | -48.5% | -25.0% |
| YTD | -6.2% | +25.9% | -32.1% | -8.1% |
| 1Y | -42.3% | +21.5% | -63.8% | -42.5% |
| All | -42.3% | +13.2% | -55.5% | -42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling