+533.3%
ORCL vs CDW
+903.1%
-369.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.5% |
| 7D | +5.3% | +3.2% | +2.1% | +4.0% |
| 30D | +10.0% | +9.3% | +0.7% | +6.0% |
| 3M | -32.6% | +9.8% | -42.4% | -35.7% |
| 6M | +4.9% | +23.3% | -18.4% | -5.9% |
| YTD | -17.8% | +13.7% | -31.4% | -24.3% |
| 1Y | -28.0% | -6.5% | -21.5% | -28.4% |
| 3Y | +36.0% | -25.2% | +61.3% | +45.3% |
| 5Y | +88.7% | -19.5% | +108.2% | +91.9% |
| 10Y | +346.9% | +285.8% | +61.1% | +153.4% |
| All | +533.3% | +903.1% | -369.8% | +202.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling