+506.6%
APP vs CDW
+1.9%
+504.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.9% | -6.4% | -5.1% |
| 7D | +61.1% | +13.1% | +48.0% | +48.3% |
| 30D | +42.8% | +19.1% | +23.6% | +27.5% |
| 3M | +16.7% | +24.7% | -8.1% | +0.3% |
| 6M | -15.6% | +63.4% | -78.9% | -41.2% |
| YTD | -41.3% | +26.3% | -67.6% | -53.2% |
| 1Y | -39.3% | +20.6% | -59.9% | -49.8% |
| 3Y | +803.2% | -16.3% | +819.5% | +834.5% |
| 5Y | +313.2% | -3.9% | +317.1% | +262.4% |
| All | +506.6% | +1.9% | +504.7% | +423.6% |
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