+214.4%
NXPI vs CDW
+338.4%
-124.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +1.7% |
| 7D | +1.7% | +2.6% | -0.9% | +0.2% |
| 30D | +19.7% | +20.4% | -0.7% | +5.9% |
| 3M | +14.5% | +28.5% | -13.9% | -4.1% |
| 6M | -11.2% | +70.6% | -81.8% | -41.3% |
| YTD | +25.8% | +29.1% | -3.3% | -3.9% |
| 1Y | +35.2% | +23.8% | +11.4% | +6.5% |
| 3Y | +52.3% | -14.5% | +66.7% | +55.1% |
| 5Y | +34.8% | -1.6% | +36.4% | +23.5% |
| 10Y | +214.4% | +322.0% | -107.6% | +74.7% |
| All | +214.4% | +338.4% | -124.0% | +74.7% |
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