+66.3%
AA vs CDW
+303.2%
-236.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.4% |
| 7D | +0.9% | +2.1% | -1.2% | -0.9% |
| 30D | -6.7% | +14.7% | -21.4% | -15.3% |
| 3M | -16.3% | +11.1% | -27.5% | -23.8% |
| 6M | -37.1% | +45.6% | -82.7% | -53.7% |
| YTD | -25.0% | +17.1% | -42.1% | -39.3% |
| 1Y | +8.6% | +13.2% | -4.6% | -9.7% |
| 3Y | +57.2% | -22.2% | +79.4% | +66.1% |
| 5Y | -13.0% | -10.1% | -2.9% | -19.4% |
| All | +66.3% | +303.2% | -236.8% | -26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling