+956.5%
ADI vs CDW
+933.5%
+23.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.1% |
| 7D | -12.8% | +2.1% | -14.9% | -14.1% |
| 30D | -11.3% | +14.7% | -26.1% | -17.9% |
| 3M | -3.4% | +11.1% | -14.5% | -10.1% |
| 6M | -12.0% | +45.6% | -57.6% | -31.5% |
| YTD | +35.3% | +17.1% | +18.2% | +14.5% |
| 1Y | +58.1% | +13.2% | +44.9% | +36.6% |
| 3Y | +127.4% | -22.2% | +149.5% | +140.7% |
| 5Y | +114.6% | -10.1% | +124.7% | +107.4% |
| 10Y | +589.3% | +307.0% | +282.4% | +233.7% |
| All | +956.5% | +933.5% | +23.0% | +336.5% |
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