+3.9%
AA vs CDW
+20.3%
-16.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.3% | -4.6% |
| 7D | +1.2% | +13.1% | -11.8% | +0.6% |
| 30D | -5.0% | +19.1% | -24.1% | -6.0% |
| 3M | -22.2% | +24.7% | -46.9% | -23.2% |
| 6M | -36.3% | +63.4% | -99.7% | -37.5% |
| YTD | -24.2% | +26.3% | -50.5% | -20.6% |
| 1Y | +3.9% | +20.6% | -16.7% | +13.3% |
| All | +3.9% | +20.3% | -16.4% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling