+411.0%
AU vs CDW
-2.2%
+413.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.1% |
| 7D | +4.7% | +2.6% | +2.1% | +4.5% |
| 30D | -1.5% | +20.4% | -21.9% | -2.2% |
| 3M | -5.0% | +28.5% | -33.5% | -5.8% |
| 6M | -13.5% | +70.6% | -84.1% | -15.5% |
| YTD | +11.7% | +29.1% | -17.4% | +10.3% |
| 1Y | +21.3% | +23.8% | -2.5% | +20.5% |
| 3Y | +545.0% | -14.5% | +559.4% | +560.1% |
| All | +411.0% | -2.2% | +413.2% | +387.5% |
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