+216.5%
QCOM vs CDW
+303.2%
-86.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +6.0% |
| 7D | +0.4% | +2.1% | -1.7% | -0.7% |
| 30D | -6.6% | +14.7% | -21.4% | -12.9% |
| 3M | +3.7% | +11.1% | -7.4% | -2.8% |
| 6M | -13.3% | +45.6% | -58.9% | -31.9% |
| YTD | -1.8% | +17.1% | -18.9% | -15.9% |
| 1Y | -2.5% | +13.2% | -15.7% | -14.8% |
| 3Y | +47.0% | -22.2% | +69.2% | +57.3% |
| 5Y | +13.1% | -10.1% | +23.2% | +10.3% |
| All | +216.5% | +303.2% | -86.7% | +96.9% |
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