+503.8%
APP vs CDW
+4.0%
+499.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.6% |
| 7D | +10.6% | +9.1% | +1.5% | +5.2% |
| 30D | +44.6% | +13.7% | +30.9% | +33.0% |
| 3M | +29.6% | +27.0% | +2.6% | +10.3% |
| 6M | -19.8% | +75.9% | -95.6% | -46.6% |
| YTD | -41.6% | +28.9% | -70.4% | -53.9% |
| 1Y | -32.7% | +19.6% | -52.3% | -43.7% |
| 3Y | +799.0% | -14.6% | +813.6% | +820.0% |
| 5Y | +250.4% | -3.2% | +253.5% | +204.6% |
| All | +503.8% | +4.0% | +499.8% | +415.5% |
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 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