+976.5%
QQQ vs CDW
+1,037.5%
-61.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | +6.4% | +9.1% | -2.7% | +2.8% |
| 30D | -7.5% | +13.7% | -21.2% | -12.3% |
| 3M | -4.8% | +27.0% | -31.8% | -14.4% |
| 6M | -2.5% | +75.9% | -78.4% | -24.8% |
| YTD | +12.4% | +28.9% | -16.5% | -3.9% |
| 1Y | +11.3% | +19.6% | -8.3% | -1.6% |
| 3Y | +85.0% | -14.6% | +99.6% | +84.7% |
| 5Y | +79.6% | -3.2% | +82.8% | +66.9% |
| 10Y | +535.9% | +321.3% | +214.6% | +225.8% |
| All | +976.5% | +1,037.5% | -61.0% | +362.7% |
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