+96.2%
QQQ vs CDW
-29.2%
+125.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | +1.0% |
| 7D | +1.5% | -3.9% | +5.4% | +2.3% |
| 30D | -0.6% | +6.9% | -7.5% | -2.3% |
| 3M | +0.4% | +7.7% | -7.3% | -1.9% |
| 6M | +20.1% | +18.3% | +1.7% | +12.1% |
| YTD | +17.2% | +7.8% | +9.5% | +12.7% |
| 1Y | +24.7% | -12.2% | +36.9% | +29.3% |
| 3Y | +96.2% | -28.9% | +125.1% | +103.5% |
| All | +96.2% | -29.2% | +125.4% | +103.5% |
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 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