+485.4%
ABBV vs CDW
+263.0%
+222.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.2% | +2.2% | -2.0% |
| 7D | -4.3% | -3.9% | -0.4% | -3.6% |
| 30D | +1.1% | +6.9% | -5.8% | -0.3% |
| 3M | +12.3% | +7.7% | +4.6% | +10.1% |
| 6M | +9.8% | +18.3% | -8.5% | +4.4% |
| YTD | +11.5% | +7.8% | +3.7% | +7.6% |
| 1Y | +22.3% | -12.2% | +34.4% | +23.2% |
| 3Y | +85.2% | -28.9% | +114.1% | +91.9% |
| 5Y | +170.8% | -22.8% | +193.6% | +168.5% |
| 10Y | +485.4% | +266.1% | +219.4% | +300.4% |
| All | +485.4% | +263.0% | +222.5% | +300.4% |
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