+22.9%
ABBV vs CDW
-13.5%
+36.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +0.8% |
| 7D | -4.1% | -4.2% | +0.1% | -4.3% |
| 30D | +1.2% | +4.9% | -3.7% | +1.5% |
| 3M | +12.1% | +7.3% | +4.8% | +12.5% |
| 6M | +12.0% | +19.2% | -7.2% | +14.3% |
| YTD | +12.4% | +6.2% | +6.2% | +13.7% |
| 1Y | +22.9% | -14.0% | +37.0% | +21.8% |
| All | +22.9% | -13.5% | +36.5% | +21.8% |
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 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