+554.4%
AU vs CDW
-14.3%
+568.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -1.9% |
| 7D | +4.7% | +2.6% | +2.1% | +4.6% |
| 30D | -1.5% | +20.4% | -21.9% | -1.1% |
| 3M | -5.0% | +28.5% | -33.5% | -4.2% |
| 6M | -13.5% | +70.6% | -84.1% | -11.9% |
| YTD | +11.7% | +29.1% | -17.4% | +13.3% |
| 1Y | +21.3% | +23.8% | -2.5% | +23.6% |
| All | +554.4% | -14.3% | +568.7% | +565.9% |
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