+670.3%
NFLX vs CDW
+263.0%
+407.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.2% | +3.3% | +0.1% |
| 7D | -5.0% | -3.9% | -1.1% | -3.6% |
| 30D | +3.5% | +6.9% | -3.3% | +0.6% |
| 3M | -7.1% | +7.7% | -14.8% | -10.9% |
| 6M | -22.5% | +18.3% | -40.8% | -30.4% |
| YTD | -18.1% | +7.8% | -25.9% | -23.9% |
| 1Y | -38.3% | -12.2% | -26.2% | -37.6% |
| 3Y | +73.4% | -28.9% | +102.3% | +86.1% |
| 5Y | +26.7% | -22.8% | +49.5% | +28.4% |
| 10Y | +670.3% | +266.1% | +404.3% | +293.8% |
| All | +670.3% | +263.0% | +407.3% | +293.8% |
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