+304.9%
ABT vs CDW
+933.5%
-628.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.4% | -3.0% |
| 7D | +3.5% | +2.1% | +1.4% | +2.8% |
| 30D | +12.0% | +14.7% | -2.7% | +7.8% |
| 3M | +2.5% | +11.1% | -8.7% | -1.3% |
| 6M | +29.1% | +45.6% | -16.5% | +14.5% |
| YTD | -10.1% | +17.1% | -27.2% | -16.7% |
| 1Y | -9.8% | +13.2% | -23.0% | -15.7% |
| 3Y | +23.3% | -22.2% | +45.4% | +25.2% |
| 5Y | -2.4% | -10.1% | +7.8% | -7.8% |
| 10Y | +239.4% | +307.0% | -67.6% | +86.7% |
| All | +304.9% | +933.5% | -628.6% | +96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling