+13.6%
AGG vs CDW
-15.0%
+28.6%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | -0.1% |
| 7D | -1.5% | +9.3% | -10.8% | -1.6% |
| 30D | +0.6% | +14.4% | -13.7% | +0.5% |
| 3M | -1.6% | +21.4% | -23.0% | -1.8% |
| 6M | -1.6% | +72.8% | -74.4% | -2.0% |
| YTD | -1.5% | +28.0% | -29.5% | -1.8% |
| 1Y | -1.1% | +19.3% | -20.5% | -1.4% |
| 3Y | +13.6% | -15.3% | +28.9% | +13.2% |
| All | +13.6% | -15.0% | +28.6% | +13.2% |
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