-2.7%
NFLX vs CDW
-10.5%
+7.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.0% |
| 7D | +2.1% | +2.1% | +0.1% | +1.2% |
| 30D | -9.0% | +14.7% | -23.8% | -13.5% |
| 3M | -14.0% | +11.1% | -25.1% | -17.8% |
| 6M | -28.2% | +45.6% | -73.7% | -38.9% |
| YTD | -32.4% | +17.1% | -49.5% | -38.8% |
| 1Y | -42.2% | +13.2% | -55.4% | -46.9% |
| 3Y | +45.9% | -22.2% | +68.0% | +52.1% |
| All | -2.7% | -10.5% | +7.8% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling