+15.2%
APD vs CDW
-1.8%
+17.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.5% |
| 7D | -1.2% | +2.6% | -3.7% | -1.7% |
| 30D | +11.0% | +20.4% | -9.4% | +6.2% |
| 3M | +2.6% | +28.5% | -25.9% | -3.8% |
| 6M | +4.8% | +70.6% | -65.8% | -10.2% |
| YTD | +31.0% | +29.1% | +1.9% | +19.8% |
| 1Y | +23.4% | +23.8% | -0.4% | +14.4% |
| 3Y | +28.4% | -14.5% | +42.8% | +30.8% |
| 5Y | +15.2% | -1.6% | +16.8% | +4.3% |
| All | +15.2% | -1.8% | +17.0% | +4.3% |
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