+590.1%
ABBV vs CDW
+329.6%
+260.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.3% |
| 7D | +2.8% | +13.1% | -10.3% | +0.4% |
| 30D | +7.0% | +19.1% | -12.2% | +3.4% |
| 3M | +19.2% | +24.7% | -5.5% | +14.0% |
| 6M | +47.8% | +63.4% | -15.6% | +32.7% |
| YTD | +32.5% | +26.3% | +6.2% | +23.9% |
| 1Y | +38.4% | +20.6% | +17.8% | +30.7% |
| 3Y | +134.3% | -16.3% | +150.6% | +134.9% |
| 5Y | +200.6% | -3.9% | +204.6% | +183.7% |
| 10Y | +590.1% | +331.5% | +258.6% | +417.6% |
| All | +590.1% | +329.6% | +260.6% | +417.6% |
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