+11.1%
AG vs CDW
-10.5%
+21.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | +6.3% | +2.1% | +4.2% | +5.9% |
| 30D | -8.9% | +14.7% | -23.7% | -10.9% |
| 3M | -12.2% | +11.1% | -23.3% | -13.9% |
| 6M | -28.3% | +45.6% | -73.9% | -33.7% |
| YTD | -8.8% | +17.1% | -25.9% | -13.1% |
| 1Y | +39.4% | +13.2% | +26.2% | +34.6% |
| 3Y | +229.4% | -22.2% | +251.6% | +248.2% |
| All | +11.1% | -10.5% | +21.6% | +1.1% |
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