+41.6%
AA vs CDW
+312.7%
-271.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.4% |
| 7D | +0.5% | +9.3% | -8.8% | -4.8% |
| 30D | -0.6% | +14.4% | -14.9% | -9.4% |
| 3M | -19.7% | +21.4% | -41.1% | -30.4% |
| 6M | -41.6% | +72.8% | -114.4% | -61.4% |
| YTD | -24.6% | +28.0% | -52.7% | -42.3% |
| 1Y | +4.9% | +19.3% | -14.5% | -15.4% |
| 3Y | +66.8% | -15.3% | +82.1% | +67.5% |
| 5Y | -19.4% | -3.8% | -15.6% | -28.1% |
| All | +41.6% | +312.7% | -271.1% | -45.3% |
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