+245.8%
QCOM vs CDW
+338.4%
-92.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +0.6% |
| 7D | +2.0% | +2.6% | -0.6% | +0.8% |
| 30D | +1.2% | +20.4% | -19.2% | -7.8% |
| 3M | +9.1% | +28.5% | -19.3% | -4.8% |
| 6M | -25.0% | +70.6% | -95.6% | -45.6% |
| YTD | +4.8% | +29.1% | -24.2% | -14.6% |
| 1Y | +3.6% | +23.8% | -20.2% | -13.4% |
| 3Y | +51.5% | -14.5% | +66.0% | +54.6% |
| 5Y | +19.7% | -1.6% | +21.3% | +11.5% |
| 10Y | +245.8% | +322.0% | -76.2% | +103.4% |
| All | +245.8% | +338.4% | -92.6% | +103.4% |
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