+48.3%
MSTR vs CDW
-2.4%
+50.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.5% | -5.6% |
| 7D | -10.7% | +13.1% | -23.8% | -18.7% |
| 30D | -21.6% | +19.1% | -40.7% | -31.2% |
| 3M | +24.4% | +24.7% | -0.3% | +4.8% |
| 6M | -35.5% | +63.4% | -98.8% | -58.8% |
| YTD | -20.3% | +26.3% | -46.6% | -40.5% |
| 1Y | -49.3% | +20.6% | -69.9% | -60.4% |
| 3Y | +137.8% | -16.3% | +154.1% | +156.9% |
| 5Y | +48.3% | -3.9% | +52.2% | +26.1% |
| All | +48.3% | -2.4% | +50.7% | +26.1% |
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