+1,023.5%
QQQ vs CDW
+903.1%
+120.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | +0.4% | +3.2% | -2.8% | -0.9% |
| 30D | +0.2% | +9.3% | -9.1% | -3.6% |
| 3M | -2.8% | +9.8% | -12.6% | -7.6% |
| 6M | +18.0% | +23.3% | -5.3% | +3.9% |
| YTD | +17.3% | +13.7% | +3.7% | +6.4% |
| 1Y | +25.6% | -6.5% | +32.1% | +23.6% |
| 3Y | +93.7% | -25.2% | +119.0% | +105.6% |
| 5Y | +94.2% | -19.5% | +113.6% | +95.8% |
| 10Y | +557.9% | +285.8% | +272.0% | +252.5% |
| All | +1,023.5% | +903.1% | +120.4% | +412.0% |
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