+448.2%
NFLX vs CDW
+312.7%
+135.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -2.0% | +9.3% | -11.3% | -5.3% |
| 30D | -11.9% | +14.4% | -26.3% | -16.7% |
| 3M | -20.6% | +21.4% | -42.0% | -27.1% |
| 6M | -29.0% | +72.8% | -101.8% | -44.5% |
| YTD | -33.7% | +28.0% | -61.7% | -42.8% |
| 1Y | -46.2% | +19.3% | -65.5% | -52.1% |
| 3Y | +39.8% | -15.3% | +55.1% | +39.5% |
| 5Y | -9.0% | -3.8% | -5.2% | -15.9% |
| All | +448.2% | +312.7% | +135.5% | +160.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling