+260.2%
APP vs CDW
-2.2%
+262.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.1% |
| 7D | +48.9% | +2.6% | +46.4% | +45.2% |
| 30D | +49.4% | +20.4% | +29.0% | +32.3% |
| 3M | +27.0% | +28.5% | -1.5% | +6.7% |
| 6M | -15.4% | +70.6% | -86.0% | -43.4% |
| YTD | -39.9% | +29.1% | -69.0% | -53.1% |
| 1Y | -32.0% | +23.8% | -55.7% | -45.1% |
| 3Y | +824.3% | -14.5% | +838.8% | +843.4% |
| All | +260.2% | -2.2% | +262.5% | +202.7% |
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