+552.9%
QQQ vs CDW
+271.4%
+281.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | -1.3% | -7.4% | +6.1% | +1.7% |
| 30D | -1.4% | +5.8% | -7.2% | -4.0% |
| 3M | +2.3% | +10.8% | -8.5% | -3.5% |
| 6M | +16.9% | +21.5% | -4.6% | +2.7% |
| YTD | +15.6% | +6.4% | +9.3% | +7.2% |
| 1Y | +22.6% | -14.8% | +37.4% | +25.7% |
| 3Y | +93.5% | -29.9% | +123.4% | +111.4% |
| 5Y | +93.9% | -22.9% | +116.8% | +98.1% |
| All | +552.9% | +271.4% | +281.4% | +270.5% |
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