+45.9%
NFLX vs CDW
-21.8%
+67.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | +2.1% | +2.1% | +0.1% | +1.7% |
| 30D | -9.0% | +14.7% | -23.8% | -11.2% |
| 3M | -14.0% | +11.1% | -25.1% | -15.7% |
| 6M | -28.2% | +45.6% | -73.7% | -33.3% |
| YTD | -32.4% | +17.1% | -49.5% | -35.1% |
| 1Y | -42.2% | +13.2% | -55.4% | -44.1% |
| 3Y | +45.9% | -22.2% | +68.0% | +45.6% |
| All | +45.9% | -21.8% | +67.6% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling