+640.7%
ADI vs CDW
+315.4%
+325.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | +13.4% | +9.1% | +4.3% | +8.6% |
| 30D | -1.3% | +13.7% | -15.0% | -8.2% |
| 3M | +6.8% | +27.0% | -20.2% | -7.3% |
| 6M | -1.9% | +75.9% | -77.8% | -31.8% |
| YTD | +52.3% | +28.9% | +23.4% | +21.8% |
| 1Y | +71.6% | +19.6% | +52.0% | +44.1% |
| 3Y | +148.9% | -14.6% | +163.5% | +153.2% |
| 5Y | +140.8% | -3.2% | +143.9% | +123.4% |
| All | +640.7% | +315.4% | +325.3% | +285.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling