+189.3%
AA vs CDW
+903.1%
-713.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.5% |
| 7D | -0.7% | +3.2% | -3.9% | -2.6% |
| 30D | +5.0% | +9.3% | -4.3% | -1.1% |
| 3M | -35.8% | +9.8% | -45.6% | -40.7% |
| 6M | -18.4% | +23.3% | -41.7% | -33.1% |
| YTD | -5.5% | +13.7% | -19.1% | -19.6% |
| 1Y | +61.0% | -6.5% | +67.4% | +55.7% |
| 3Y | +66.2% | -25.2% | +91.5% | +83.2% |
| 5Y | +11.4% | -19.5% | +30.9% | +14.7% |
| 10Y | +116.9% | +285.8% | -168.9% | -3.7% |
| All | +189.3% | +903.1% | -713.8% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling