+10.6%
ORCL vs CDW
-18.4%
+29.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.8% | -1.7% | +1.5% |
| 7D | +0.5% | +9.3% | -8.8% | -2.8% |
| 30D | -15.3% | +15.8% | -31.1% | -19.6% |
| 3M | -18.2% | +21.8% | -40.0% | -24.1% |
| 6M | -38.4% | +58.8% | -97.2% | -48.5% |
| YTD | -37.7% | +22.8% | -60.5% | -44.2% |
| 1Y | -49.3% | +17.9% | -67.2% | -53.7% |
| 3Y | +10.6% | -17.4% | +28.1% | +9.7% |
| All | +10.6% | -18.4% | +29.0% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling