+1,106.3%
NDAQ vs CDW
+933.5%
+172.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.5% |
| 7D | +0.8% | +2.1% | -1.2% | -0.1% |
| 30D | +16.5% | +14.7% | +1.8% | +11.0% |
| 3M | +13.5% | +11.1% | +2.4% | +8.5% |
| 6M | +20.9% | +45.6% | -24.7% | +4.1% |
| YTD | +11.4% | +17.1% | -5.7% | +1.6% |
| 1Y | +25.9% | +13.2% | +12.8% | +16.1% |
| 3Y | +119.9% | -22.2% | +142.0% | +125.9% |
| 5Y | +61.7% | -10.1% | +71.9% | +54.4% |
| 10Y | +481.6% | +307.0% | +174.6% | +238.8% |
| All | +1,106.3% | +933.5% | +172.8% | +502.0% |
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