+48.1%
APA vs CDW
-15.0%
+63.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | +8.5% | +9.3% | -0.8% | +5.7% |
| 30D | +2.8% | +14.4% | -11.6% | -2.1% |
| 3M | +21.7% | +21.4% | +0.3% | +12.9% |
| 6M | +32.6% | +72.8% | -40.2% | +4.8% |
| YTD | +103.7% | +28.0% | +75.7% | +80.6% |
| 1Y | +101.8% | +19.3% | +82.5% | +84.9% |
| 3Y | +48.1% | -15.3% | +63.4% | +35.5% |
| All | +48.1% | -15.0% | +63.1% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling