+120.4%
MSTR vs CDW
-19.1%
+139.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.7% |
| 7D | +12.2% | +3.2% | +9.0% | +10.1% |
| 30D | +45.2% | +9.3% | +35.9% | +36.2% |
| 3M | +10.4% | +9.8% | +0.6% | +0.7% |
| 6M | -2.5% | +23.3% | -25.8% | -24.6% |
| YTD | -6.0% | +13.7% | -19.7% | -22.9% |
| 1Y | -56.4% | -6.5% | -49.9% | -56.7% |
| 3Y | +306.3% | -25.2% | +331.5% | +382.9% |
| All | +120.4% | -19.1% | +139.5% | +149.5% |
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 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