+236.5%
ABT vs CDW
+316.1%
-79.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.6% |
| 7D | -5.4% | +2.6% | -8.0% | -6.1% |
| 30D | +8.0% | +20.4% | -12.4% | +2.7% |
| 3M | +0.2% | +28.5% | -28.2% | -6.8% |
| 6M | +34.1% | +70.6% | -36.5% | +14.4% |
| YTD | -10.6% | +29.1% | -39.7% | -19.0% |
| 1Y | -11.8% | +23.8% | -35.6% | -19.2% |
| 3Y | +23.9% | -14.5% | +38.4% | +23.1% |
| 5Y | -5.1% | -1.6% | -3.6% | -12.6% |
| All | +236.5% | +316.1% | -79.6% | +91.6% |
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