+605.8%
AU vs CDW
-30.2%
+636.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.6% |
| 7D | +0.6% | -4.2% | +4.9% | +0.5% |
| 30D | +12.3% | +4.9% | +7.4% | +12.6% |
| 3M | +29.4% | +7.3% | +22.1% | +29.4% |
| 6M | +3.2% | +19.2% | -16.0% | +2.9% |
| YTD | +31.8% | +6.2% | +25.6% | +32.8% |
| 1Y | +83.4% | -14.0% | +97.4% | +87.1% |
| All | +605.8% | -30.2% | +636.0% | +614.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling