+261.6%
APP vs CDW
-8.7%
+270.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -6.1% | +37.2% | +34.5% |
| 7D | +39.7% | -4.1% | +43.8% | +41.8% |
| 30D | +27.7% | +16.7% | +11.0% | +15.0% |
| 3M | -14.8% | +13.6% | -28.4% | -23.2% |
| 6M | -25.5% | +17.0% | -42.5% | -37.2% |
| YTD | -47.2% | +18.1% | -65.3% | -56.5% |
| 1Y | -42.3% | +10.5% | -52.7% | -49.9% |
| 3Y | +806.8% | -20.9% | +827.7% | +864.2% |
| 5Y | +261.6% | -9.3% | +271.0% | +220.1% |
| All | +261.6% | -8.7% | +270.3% | +220.1% |
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