-13.1%
ABT vs CDW
+23.1%
-36.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.2% |
| 7D | -5.4% | +2.6% | -8.0% | -5.6% |
| 30D | +8.0% | +20.4% | -12.4% | +6.6% |
| 3M | +0.2% | +28.5% | -28.2% | -1.5% |
| 6M | +34.1% | +70.6% | -36.5% | +30.7% |
| YTD | -10.6% | +29.1% | -39.7% | -12.3% |
| All | -13.1% | +23.1% | -36.1% | -14.1% |
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