-10.1%
ABT vs CDW
+20.3%
-30.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.3% |
| 7D | +1.0% | +13.1% | -12.1% | +0.1% |
| 30D | +11.6% | +19.1% | -7.5% | +10.2% |
| 3M | +2.3% | +24.7% | -22.4% | +0.7% |
| 6M | +32.7% | +63.4% | -30.6% | +29.3% |
| YTD | -9.6% | +26.3% | -36.0% | -11.2% |
| 1Y | -10.1% | +20.6% | -30.7% | -11.6% |
| All | -10.1% | +20.3% | -30.4% | -11.6% |
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 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