+242.8%
QCOM vs CDW
+329.6%
-86.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | -0.3% |
| 7D | +5.5% | +13.1% | -7.5% | -0.9% |
| 30D | -1.1% | +19.1% | -20.2% | -9.5% |
| 3M | +7.6% | +24.7% | -17.1% | -4.7% |
| 6M | -20.1% | +63.4% | -83.4% | -40.7% |
| YTD | +3.0% | +26.3% | -23.3% | -15.1% |
| 1Y | +3.2% | +20.6% | -17.3% | -12.5% |
| 3Y | +48.9% | -16.3% | +65.2% | +53.6% |
| 5Y | +21.1% | -3.9% | +25.0% | +14.2% |
| 10Y | +242.8% | +331.5% | -88.7% | +104.4% |
| All | +242.8% | +329.6% | -86.8% | +104.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling