+7,836.4%
NVDA vs CDW
+312.7%
+7,523.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | -12.7% | +9.3% | -22.1% | -17.4% |
| 30D | -26.4% | +14.4% | -40.8% | -32.9% |
| 3M | -27.6% | +21.4% | -49.1% | -37.1% |
| 6M | -27.7% | +72.8% | -100.5% | -51.5% |
| YTD | -12.5% | +28.0% | -40.5% | -32.6% |
| 1Y | -12.6% | +19.3% | -32.0% | -29.3% |
| 3Y | +235.9% | -15.3% | +251.2% | +233.3% |
| 5Y | +438.2% | -3.8% | +442.0% | +391.2% |
| All | +7,836.4% | +312.7% | +7,523.8% | +2,833.8% |
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