+77.5%
QQQ vs CDW
-4.0%
+81.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +3.6% | +9.3% | -5.7% | +0.6% |
| 30D | -6.7% | +14.4% | -21.1% | -11.1% |
| 3M | -7.0% | +21.4% | -28.4% | -13.8% |
| 6M | -4.7% | +72.8% | -77.5% | -24.1% |
| YTD | +11.1% | +28.0% | -17.0% | -2.8% |
| 1Y | +12.3% | +19.3% | -7.1% | +1.7% |
| 3Y | +83.3% | -15.3% | +98.6% | +88.0% |
| All | +77.5% | -4.0% | +81.5% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling