+15,200.7%
NVDA vs CDW
+262.5%
+14,938.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | 0.0% |
| 7D | -0.3% | -4.2% | +3.9% | +2.2% |
| 30D | +2.8% | +4.9% | -2.0% | -0.5% |
| 3M | +7.4% | +7.3% | +0.1% | 0.0% |
| 6M | +22.6% | +19.2% | +3.4% | +0.7% |
| YTD | +20.1% | +6.2% | +13.9% | +5.4% |
| 1Y | +31.2% | -14.0% | +45.2% | +32.9% |
| 3Y | +391.7% | -30.0% | +421.7% | +458.7% |
| 5Y | +911.9% | -23.6% | +935.5% | +982.9% |
| 10Y | +15,200.7% | +269.4% | +14,931.3% | +3,931.6% |
| All | +15,200.7% | +262.5% | +14,938.2% | +3,931.6% |
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 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