+63.5%
AMCR vs CDW
+903.1%
-839.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -1.9% | +3.2% | -5.0% | -2.6% |
| 30D | -4.1% | +9.3% | -13.4% | -6.3% |
| 3M | +21.7% | +9.8% | +11.9% | +18.1% |
| 6M | +1.5% | +23.3% | -21.9% | -6.0% |
| YTD | +13.1% | +13.7% | -0.5% | +6.8% |
| 1Y | +13.0% | -6.5% | +19.5% | +12.0% |
| 3Y | +6.9% | -25.2% | +32.2% | +10.1% |
| 5Y | -10.5% | -19.5% | +9.0% | -11.3% |
| 10Y | +20.9% | +285.8% | -264.9% | +0.8% |
| All | +63.5% | +903.1% | -839.6% | +34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling