-41.6%
ORCL vs CDW
+19.9%
-61.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +8.0% | +9.3% | -1.4% | +5.7% |
| 30D | -4.0% | +14.4% | -18.3% | -6.9% |
| 3M | -19.5% | +21.4% | -40.9% | -23.3% |
| 6M | -33.5% | +72.8% | -106.3% | -40.3% |
| YTD | -34.8% | +28.0% | -62.9% | -39.9% |
| 1Y | -41.6% | +19.3% | -61.0% | -45.0% |
| All | -41.6% | +19.9% | -61.6% | -45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling