+233.5%
AON vs CDW
+316.1%
-82.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.6% |
| 7D | -2.4% | +2.6% | -4.9% | -3.2% |
| 30D | +22.8% | +20.4% | +2.4% | +16.1% |
| 3M | -5.3% | +28.5% | -33.8% | -12.8% |
| 6M | +8.4% | +70.6% | -62.2% | -9.6% |
| YTD | -3.9% | +29.1% | -33.0% | -13.9% |
| 1Y | -3.1% | +23.8% | -26.9% | -12.1% |
| 3Y | +3.0% | -14.5% | +17.5% | +2.2% |
| 5Y | +16.7% | -1.6% | +18.3% | +7.7% |
| All | +233.5% | +316.1% | -82.6% | +126.4% |
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