+70.7%
AA vs CDW
-25.3%
+96.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | -0.7% | +3.2% | -3.9% | -1.8% |
| 30D | +5.0% | +9.3% | -4.3% | +1.4% |
| 3M | -35.8% | +9.8% | -45.6% | -38.6% |
| 6M | -18.4% | +23.3% | -41.7% | -27.9% |
| YTD | -5.5% | +13.7% | -19.1% | -13.5% |
| 1Y | +61.0% | -6.5% | +67.4% | +66.5% |
| All | +70.7% | -25.3% | +96.0% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling