+913.8%
NVDA vs CDW
-22.8%
+936.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.2% | +3.2% | +0.8% |
| 7D | +3.8% | -3.9% | +7.7% | +6.0% |
| 30D | +0.8% | +6.9% | -6.1% | -3.1% |
| 3M | +8.2% | +7.7% | +0.5% | +1.3% |
| 6M | +27.1% | +18.3% | +8.8% | +6.1% |
| YTD | +21.2% | +7.8% | +13.4% | +6.9% |
| 1Y | +34.3% | -12.2% | +46.5% | +38.2% |
| 3Y | +396.3% | -28.9% | +425.2% | +469.5% |
| 5Y | +913.8% | -22.8% | +936.6% | +901.5% |
| All | +913.8% | -22.8% | +936.6% | +901.5% |
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