+209.7%
ABT vs CDW
+262.5%
-52.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | -4.7% | -4.2% | -0.5% | -3.7% |
| 30D | -3.1% | +4.9% | -8.0% | -4.6% |
| 3M | +16.1% | +7.3% | +8.9% | +13.1% |
| 6M | -5.3% | +19.2% | -24.5% | -11.9% |
| YTD | -14.4% | +6.2% | -20.6% | -18.1% |
| 1Y | -18.4% | -14.0% | -4.4% | -17.2% |
| 3Y | +11.2% | -30.0% | +41.2% | +16.8% |
| 5Y | -9.4% | -23.6% | +14.2% | -10.0% |
| 10Y | +209.7% | +269.4% | -59.6% | +84.4% |
| All | +209.7% | +262.5% | -52.7% | +84.4% |
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