+51.4%
PYPL vs CDW
+411.5%
-360.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.6% |
| 7D | +2.7% | +3.2% | -0.5% | +1.1% |
| 30D | -4.9% | +9.3% | -14.2% | -9.3% |
| 3M | +28.9% | +9.8% | +19.1% | +20.9% |
| 6M | +18.2% | +23.3% | -5.1% | +1.4% |
| YTD | -5.0% | +13.7% | -18.7% | -15.5% |
| 1Y | -18.8% | -6.5% | -12.3% | -20.1% |
| 3Y | -12.6% | -25.2% | +12.7% | -5.5% |
| 5Y | -80.8% | -19.5% | -61.3% | -80.5% |
| 10Y | +49.9% | +285.8% | -235.9% | -29.8% |
| All | +51.4% | +411.5% | -360.1% | -39.3% |
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 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