-53.4%
ROKU vs CDW
-23.9%
-29.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.7% |
| 7D | -3.0% | -4.2% | +1.2% | -0.7% |
| 30D | +0.7% | +4.9% | -4.2% | -3.1% |
| 3M | +26.5% | +7.3% | +19.2% | +17.7% |
| 6M | +52.6% | +19.2% | +33.5% | +24.2% |
| YTD | +40.9% | +6.2% | +34.7% | +24.3% |
| 1Y | +57.6% | -14.0% | +71.7% | +64.8% |
| 3Y | +83.2% | -30.0% | +113.2% | +115.6% |
| All | -53.4% | -23.9% | -29.5% | -55.7% |
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 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