+295.8%
QCOM vs CDW
+903.1%
-607.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | +3.3% | +3.2% | +0.2% | +1.8% |
| 30D | +7.7% | +9.3% | -1.6% | +2.7% |
| 3M | -30.1% | +9.8% | -39.9% | -34.2% |
| 6M | +22.8% | +23.3% | -0.5% | +4.7% |
| YTD | +0.2% | +13.7% | -13.5% | -11.5% |
| 1Y | +7.9% | -6.5% | +14.3% | +5.7% |
| 3Y | +55.8% | -25.2% | +81.1% | +69.7% |
| 5Y | +30.1% | -19.5% | +49.6% | +35.0% |
| 10Y | +248.9% | +285.8% | -36.9% | +100.0% |
| All | +295.8% | +903.1% | -607.3% | +97.3% |
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