+554.5%
MSTR vs CDW
+325.6%
+228.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.8% | -7.4% | -5.4% |
| 7D | -4.0% | +9.3% | -13.3% | -9.1% |
| 30D | -18.6% | +15.8% | -34.4% | -25.5% |
| 3M | +25.6% | +21.8% | +3.8% | +11.2% |
| 6M | -33.1% | +58.8% | -91.8% | -51.6% |
| YTD | -17.3% | +22.8% | -40.1% | -32.4% |
| 1Y | -48.1% | +17.9% | -66.0% | -56.5% |
| 3Y | +154.2% | -17.4% | +171.6% | +168.4% |
| 5Y | +46.2% | -5.7% | +51.9% | +46.3% |
| 10Y | +554.5% | +319.5% | +235.0% | +311.9% |
| All | +554.5% | +325.6% | +228.9% | +311.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling