+25.4%
ADM vs CDW
-4.0%
+29.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.8% |
| 7D | +4.2% | +9.3% | -5.1% | +2.7% |
| 30D | -12.8% | +14.4% | -27.2% | -15.0% |
| 3M | -8.5% | +21.4% | -29.9% | -12.0% |
| 6M | -10.9% | +72.8% | -83.7% | -20.4% |
| YTD | +29.4% | +28.0% | +1.4% | +21.5% |
| 1Y | +27.5% | +19.3% | +8.2% | +21.7% |
| 3Y | +10.3% | -15.3% | +25.6% | +12.2% |
| All | +25.4% | -4.0% | +29.4% | +16.7% |
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