-18.4%
ABT vs CDW
-13.5%
-4.9%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -4.7% | -4.2% | -0.5% | -4.6% |
| 30D | -3.1% | +4.9% | -8.0% | -3.4% |
| 3M | +16.1% | +7.3% | +8.9% | +15.4% |
| 6M | -5.3% | +19.2% | -24.5% | -6.3% |
| YTD | -14.4% | +6.2% | -20.6% | -15.3% |
| 1Y | -18.4% | -14.0% | -4.4% | -20.0% |
| All | -18.4% | -13.5% | -4.9% | -20.0% |
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