+25.2%
ABNB vs CDW
+41.7%
-16.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +6.5% | +9.1% | -2.6% | +2.0% |
| 30D | +9.4% | +13.7% | -4.3% | +2.2% |
| 3M | +0.6% | +27.0% | -26.5% | -12.0% |
| 6M | +33.7% | +75.9% | -42.2% | -5.4% |
| YTD | +33.5% | +28.9% | +4.6% | +9.2% |
| 1Y | +48.8% | +19.6% | +29.2% | +27.9% |
| 3Y | +53.3% | -14.6% | +67.9% | +56.3% |
| 5Y | -12.3% | -3.2% | -9.2% | -22.6% |
| All | +25.2% | +41.7% | -16.5% | -0.7% |
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