+246.0%
ORCL vs CDW
+329.6%
-83.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -2.6% |
| 7D | -6.5% | +13.1% | -19.6% | -11.3% |
| 30D | -16.6% | +19.1% | -35.7% | -22.4% |
| 3M | -21.6% | +24.7% | -46.3% | -28.8% |
| 6M | -39.4% | +63.4% | -102.7% | -51.1% |
| YTD | -38.7% | +26.3% | -65.0% | -46.4% |
| 1Y | -50.4% | +20.6% | -70.9% | -55.8% |
| 3Y | +8.1% | -16.3% | +24.4% | +9.7% |
| 5Y | +34.5% | -3.9% | +38.5% | +26.4% |
| 10Y | +246.0% | +331.5% | -85.5% | +115.8% |
| All | +246.0% | +329.6% | -83.6% | +115.8% |
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