+528.8%
APP vs CDW
-1.0%
+529.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.8% | 0.0% | +2.1% |
| 7D | +79.2% | +9.3% | +69.8% | +68.2% |
| 30D | +48.0% | +15.8% | +32.2% | +34.4% |
| 3M | +18.2% | +21.8% | -3.6% | +3.0% |
| 6M | -12.5% | +58.8% | -71.3% | -38.0% |
| YTD | -39.2% | +22.8% | -61.9% | -50.7% |
| 1Y | -33.9% | +17.9% | -51.8% | -44.6% |
| 3Y | +933.3% | -17.4% | +950.7% | +972.6% |
| 5Y | +295.9% | -5.7% | +301.6% | +252.4% |
| All | +528.8% | -1.0% | +529.8% | +451.9% |
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