+114.3%
ADI vs CDW
-10.5%
+124.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.1% |
| 7D | -12.8% | +2.1% | -14.9% | -13.9% |
| 30D | -11.3% | +14.7% | -26.1% | -17.2% |
| 3M | -3.4% | +11.1% | -14.5% | -9.4% |
| 6M | -12.0% | +45.6% | -57.6% | -31.0% |
| YTD | +35.3% | +17.1% | +18.2% | +15.7% |
| 1Y | +58.1% | +13.2% | +44.9% | +38.6% |
| 3Y | +127.4% | -22.2% | +149.5% | +149.8% |
| All | +114.3% | -10.5% | +124.7% | +103.3% |
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 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