-9.2%
AMCR vs CDW
-4.0%
-5.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -2.4% | +9.3% | -11.7% | -4.0% |
| 30D | +3.6% | +14.4% | -10.8% | +0.9% |
| 3M | -4.2% | +21.4% | -25.6% | -8.1% |
| 6M | +15.5% | +72.8% | -57.3% | +1.6% |
| YTD | +9.7% | +28.0% | -18.3% | +1.7% |
| 1Y | +8.3% | +19.3% | -11.0% | +2.4% |
| 3Y | +15.4% | -15.3% | +30.7% | +15.6% |
| All | -9.2% | -4.0% | -5.2% | -19.0% |
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 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