+14.2%
AGG vs CDW
+271.4%
-257.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -0.9% | -7.4% | +6.4% | -0.8% |
| 30D | -1.0% | +5.8% | -6.8% | -1.0% |
| 3M | -1.3% | +10.8% | -12.1% | -1.5% |
| 6M | -2.1% | +21.5% | -23.6% | -2.5% |
| YTD | -1.2% | +6.4% | -7.6% | -1.4% |
| 1Y | -0.5% | -14.8% | +14.3% | -0.4% |
| 3Y | +12.4% | -29.9% | +42.3% | +12.8% |
| 5Y | -2.4% | -22.9% | +20.5% | -2.5% |
| All | +14.2% | +271.4% | -257.2% | +14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling