+1,964.8%
NFLX vs CDW
+933.5%
+1,031.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.9% |
| 7D | +2.1% | +2.1% | +0.1% | +1.1% |
| 30D | -9.0% | +14.7% | -23.8% | -14.1% |
| 3M | -14.0% | +11.1% | -25.1% | -18.4% |
| 6M | -28.2% | +45.6% | -73.7% | -39.9% |
| YTD | -32.4% | +17.1% | -49.5% | -39.6% |
| 1Y | -42.2% | +13.2% | -55.4% | -47.7% |
| 3Y | +45.9% | -22.2% | +68.0% | +49.8% |
| 5Y | -1.8% | -10.1% | +8.3% | -6.6% |
| 10Y | +419.6% | +307.0% | +112.7% | +144.9% |
| All | +1,964.8% | +933.5% | +1,031.3% | +739.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling