+296.6%
ABT vs CDW
+903.1%
-606.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -3.7% | +3.2% | -6.9% | -4.5% |
| 30D | +2.5% | +9.3% | -6.8% | -0.2% |
| 3M | +20.2% | +9.8% | +10.4% | +16.2% |
| 6M | -2.9% | +23.3% | -26.3% | -10.5% |
| YTD | -11.9% | +13.7% | -25.6% | -17.2% |
| 1Y | -16.5% | -6.5% | -10.1% | -17.3% |
| 3Y | +12.1% | -25.2% | +37.4% | +15.7% |
| 5Y | -7.4% | -19.5% | +12.1% | -9.0% |
| 10Y | +210.7% | +285.8% | -75.1% | +74.5% |
| All | +296.6% | +903.1% | -606.5% | +94.9% |
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