-3.4%
ABT vs CDW
-5.0%
+1.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.8% | -4.3% | -0.2% |
| 7D | +0.3% | +9.3% | -9.0% | -1.0% |
| 30D | +11.6% | +15.8% | -4.1% | +9.1% |
| 3M | +3.1% | +21.8% | -18.6% | -0.3% |
| 6M | +32.8% | +58.8% | -26.0% | +22.5% |
| YTD | -9.6% | +22.8% | -32.4% | -13.9% |
| 1Y | -10.4% | +17.9% | -28.3% | -14.0% |
| 3Y | +25.8% | -17.4% | +43.2% | +26.7% |
| 5Y | -3.4% | -5.7% | +2.3% | -11.4% |
| All | -3.4% | -5.0% | +1.6% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling