+22.6%
QQQ vs CDW
-13.4%
+36.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | -1.3% | -7.4% | +6.1% | -0.8% |
| 30D | -1.4% | +5.8% | -7.2% | -1.7% |
| 3M | +2.3% | +10.8% | -8.5% | +1.6% |
| 6M | +16.9% | +21.5% | -4.6% | +13.8% |
| YTD | +15.6% | +6.4% | +9.3% | +15.4% |
| 1Y | +22.6% | -14.8% | +37.4% | +25.3% |
| All | +22.6% | -13.4% | +36.0% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling