+102.5%
APA vs CDW
-13.2%
+115.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.2% | +7.0% | +2.7% |
| 7D | -1.7% | -3.9% | +2.2% | -1.1% |
| 30D | +15.7% | +6.9% | +8.8% | +14.0% |
| 3M | +16.5% | +7.7% | +8.8% | +14.1% |
| 6M | +35.1% | +18.3% | +16.8% | +29.5% |
| YTD | +82.2% | +7.8% | +74.5% | +77.9% |
| 1Y | +102.5% | -12.2% | +114.6% | +115.4% |
| All | +102.5% | -13.2% | +115.7% | +115.4% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling