+30.6%
ORCL vs CDW
-10.5%
+41.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | -11.2% | +2.1% | -13.2% | -12.1% |
| 30D | -18.8% | +14.7% | -33.6% | -23.3% |
| 3M | -18.8% | +11.1% | -29.9% | -22.8% |
| 6M | -39.7% | +45.6% | -85.3% | -49.2% |
| YTD | -39.6% | +17.1% | -56.7% | -45.7% |
| 1Y | -51.7% | +13.2% | -64.9% | -56.0% |
| 3Y | +10.2% | -22.2% | +32.4% | +15.4% |
| All | +30.6% | -10.5% | +41.0% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling