+40.4%
MSTR vs CDW
-4.0%
+44.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -2.0% |
| 7D | -13.4% | +9.3% | -22.8% | -19.0% |
| 30D | -22.1% | +14.4% | -36.4% | -29.5% |
| 3M | +15.0% | +21.4% | -6.5% | -1.2% |
| 6M | -37.3% | +72.8% | -110.1% | -61.8% |
| YTD | -26.5% | +28.0% | -54.6% | -45.6% |
| 1Y | -46.5% | +19.3% | -65.8% | -57.5% |
| 3Y | +121.1% | -15.3% | +136.4% | +137.1% |
| All | +40.4% | -4.0% | +44.4% | +18.6% |
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