+685.3%
AU vs CDW
-23.8%
+709.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.4% | -4.3% |
| 7D | -7.0% | -7.4% | +0.4% | -6.9% |
| 30D | +7.3% | +5.8% | +1.4% | +7.2% |
| 3M | +33.2% | +10.8% | +22.4% | +32.4% |
| 6M | -0.6% | +21.5% | -22.1% | -2.4% |
| YTD | +26.2% | +6.4% | +19.8% | +25.6% |
| 1Y | +68.3% | -14.8% | +83.1% | +71.2% |
| 3Y | +592.1% | -29.9% | +622.0% | +612.5% |
| 5Y | +685.3% | -22.9% | +708.1% | +658.1% |
| All | +685.3% | -23.8% | +709.0% | +658.1% |
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