+57,140.2%
NVDA vs CDW
+933.5%
+56,206.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.3% |
| 7D | -8.8% | +2.1% | -10.9% | -10.5% |
| 30D | -21.4% | +14.7% | -36.2% | -28.2% |
| 3M | -14.7% | +11.1% | -25.8% | -21.5% |
| 6M | -10.0% | +45.6% | -55.6% | -31.7% |
| YTD | +0.3% | +17.1% | -16.8% | -17.3% |
| 1Y | -0.5% | +13.2% | -13.7% | -16.3% |
| 3Y | +309.2% | -22.2% | +331.4% | +325.9% |
| 5Y | +530.1% | -10.1% | +540.2% | +506.0% |
| 10Y | +11,159.1% | +307.0% | +10,852.1% | +4,733.5% |
| All | +57,140.2% | +933.5% | +56,206.7% | +21,068.0% |
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 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