+29.8%
ORCL vs CDW
-8.7%
+38.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -6.1% | -0.8% | -4.6% |
| 7D | -17.5% | -4.1% | -13.4% | -16.3% |
| 30D | -20.2% | +16.7% | -36.9% | -25.0% |
| 3M | -19.9% | +13.6% | -33.5% | -24.6% |
| 6M | -37.4% | +17.0% | -54.4% | -43.3% |
| YTD | -40.1% | +18.1% | -58.3% | -46.3% |
| 1Y | -53.4% | +10.5% | -63.8% | -56.9% |
| 3Y | +10.4% | -20.9% | +31.3% | +14.8% |
| 5Y | +29.8% | -9.3% | +39.1% | +19.3% |
| All | +29.8% | -8.7% | +38.5% | +19.3% |
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