+39.3%
QCOM vs CDW
-21.1%
+60.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -6.1% | -3.4% | -7.3% |
| 7D | -15.5% | -4.1% | -11.3% | -14.0% |
| 30D | -13.4% | +16.7% | -30.2% | -17.6% |
| 3M | 0.0% | +13.6% | -13.5% | -4.5% |
| 6M | -15.2% | +17.0% | -32.2% | -22.0% |
| YTD | -6.9% | +18.1% | -25.1% | -15.7% |
| 1Y | -11.0% | +10.5% | -21.4% | -15.8% |
| All | +39.3% | -21.1% | +60.3% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling