+279.2%
ORCL vs CDW
+316.1%
-36.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.2% | +6.6% | +8.0% |
| 7D | +3.8% | +2.6% | +1.2% | +2.8% |
| 30D | -6.6% | +20.4% | -27.0% | -13.4% |
| 3M | -11.4% | +28.5% | -39.9% | -20.5% |
| 6M | -33.3% | +70.6% | -103.9% | -47.1% |
| YTD | -33.3% | +29.1% | -62.3% | -42.2% |
| 1Y | -44.9% | +23.8% | -68.7% | -51.5% |
| 3Y | +17.6% | -14.5% | +32.1% | +18.4% |
| 5Y | +46.1% | -1.6% | +47.6% | +36.0% |
| All | +279.2% | +316.1% | -36.9% | +127.6% |
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