+459.5%
AJG vs CDW
+300.6%
+158.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.8% | -9.1% | -3.5% |
| 7D | -8.3% | +0.9% | -9.2% | -8.6% |
| 30D | -5.7% | +13.1% | -18.7% | -9.5% |
| 3M | +9.1% | +19.7% | -10.6% | +2.4% |
| 6M | +15.2% | +30.7% | -15.5% | +3.7% |
| YTD | -6.3% | +14.7% | -21.0% | -12.4% |
| 1Y | -19.1% | -5.3% | -13.8% | -20.1% |
| 3Y | +8.2% | -23.8% | +32.1% | +11.3% |
| 5Y | +75.6% | -16.8% | +92.4% | +71.2% |
| All | +459.5% | +300.6% | +158.9% | +243.0% |
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