+1,406.5%
MSTR vs CDW
+933.5%
+473.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | -1.2% | +2.1% | -3.3% | -2.5% |
| 30D | -15.9% | +14.7% | -30.7% | -22.3% |
| 3M | +33.1% | +11.1% | +22.0% | +24.7% |
| 6M | -31.0% | +45.6% | -76.6% | -46.8% |
| YTD | -15.1% | +17.1% | -32.2% | -27.9% |
| 1Y | -45.6% | +13.2% | -58.8% | -52.9% |
| 3Y | +180.5% | -22.2% | +202.7% | +205.5% |
| 5Y | +61.7% | -10.1% | +71.8% | +67.3% |
| 10Y | +578.0% | +307.0% | +271.0% | +254.9% |
| All | +1,406.5% | +933.5% | +473.0% | +533.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling