+500.0%
APP vs CDW
-5.5%
+505.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.7% | +10.3% |
| 7D | +71.2% | +2.1% | +69.1% | +67.0% |
| 30D | +39.1% | +14.7% | +24.3% | +26.7% |
| 3M | +16.5% | +11.1% | +5.4% | +6.9% |
| 6M | -16.6% | +45.6% | -62.1% | -37.6% |
| YTD | -41.9% | +17.1% | -59.0% | -51.7% |
| 1Y | -37.0% | +13.2% | -50.2% | -46.2% |
| 3Y | +892.4% | -22.2% | +914.6% | +968.9% |
| 5Y | +297.3% | -10.1% | +307.4% | +263.0% |
| All | +500.0% | -5.5% | +505.6% | +440.6% |
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