+195.8%
NXPI vs CDW
+263.0%
-67.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.4% | +1.5% |
| 7D | +0.7% | -3.9% | +4.5% | +2.9% |
| 30D | -6.6% | +6.9% | -13.5% | -11.2% |
| 3M | -25.4% | +7.7% | -33.1% | -31.2% |
| 6M | +11.9% | +18.3% | -6.4% | -8.3% |
| YTD | +4.0% | +7.8% | -3.7% | -9.9% |
| 1Y | +1.0% | -12.2% | +13.2% | +1.1% |
| 3Y | +16.3% | -28.9% | +45.3% | +34.7% |
| 5Y | +17.7% | -22.8% | +40.5% | +27.3% |
| 10Y | +195.8% | +266.1% | -70.2% | +76.3% |
| All | +195.8% | +263.0% | -67.1% | +76.3% |
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