+29.4%
NDAQ vs CDW
+13.2%
+16.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.7% | -10.1% | +1.1% |
| 7D | +3.9% | +3.7% | +0.2% | +3.4% |
| 30D | +19.0% | +26.0% | -7.0% | +16.0% |
| 3M | +17.6% | +10.1% | +7.5% | +16.0% |
| 6M | +21.0% | +26.1% | -5.1% | +16.9% |
| YTD | +14.1% | +25.9% | -11.8% | +9.3% |
| 1Y | +29.4% | +21.5% | +7.9% | +24.7% |
| All | +29.4% | +13.2% | +16.3% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling