+279.0%
AG vs CDW
-29.2%
+308.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.1% | -0.8% |
| 7D | +4.5% | -3.9% | +8.4% | +4.7% |
| 30D | +12.9% | +6.9% | +6.0% | +12.6% |
| 3M | +20.9% | +7.7% | +13.3% | +20.1% |
| 6M | -19.5% | +18.3% | -37.9% | -21.7% |
| YTD | +24.8% | +7.8% | +17.0% | +24.0% |
| 1Y | +120.2% | -12.2% | +132.4% | +127.7% |
| 3Y | +279.0% | -28.9% | +308.0% | +358.4% |
| All | +279.0% | -29.2% | +308.2% | +358.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling