+298.1%
APP vs CDW
-4.0%
+302.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.3% |
| 7D | +4.6% | +9.3% | -4.8% | -0.7% |
| 30D | +56.0% | +14.4% | +41.7% | +42.5% |
| 3M | +30.8% | +21.4% | +9.4% | +13.9% |
| 6M | -9.8% | +72.8% | -82.6% | -40.2% |
| YTD | -39.3% | +28.0% | -67.3% | -52.4% |
| 1Y | -26.4% | +19.3% | -45.8% | -38.8% |
| 3Y | +887.9% | -15.3% | +903.2% | +914.6% |
| All | +298.1% | -4.0% | +302.1% | +236.4% |
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