+462.3%
NFLX vs CDW
+338.4%
+123.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.2% |
| 7D | -2.8% | +2.6% | -5.4% | -3.8% |
| 30D | -8.6% | +20.4% | -29.0% | -15.2% |
| 3M | -13.7% | +28.5% | -42.2% | -22.4% |
| 6M | -24.5% | +70.6% | -95.1% | -40.6% |
| YTD | -31.2% | +29.1% | -60.3% | -40.7% |
| 1Y | -43.2% | +23.8% | -67.0% | -50.3% |
| 3Y | +44.3% | -14.5% | +58.8% | +43.5% |
| 5Y | -1.9% | -1.6% | -0.3% | -10.1% |
| 10Y | +462.3% | +322.0% | +140.3% | +178.0% |
| All | +462.3% | +338.4% | +123.9% | +178.0% |
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 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