+672.4%
AU vs CDW
+1,030.0%
-357.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -7.2% | +9.3% | -16.5% | -7.3% |
| 30D | -2.9% | +14.4% | -17.2% | -3.0% |
| 3M | -8.7% | +21.4% | -30.1% | -8.8% |
| 6M | -14.1% | +72.8% | -86.9% | -14.5% |
| YTD | +4.8% | +28.0% | -23.2% | +4.6% |
| 1Y | +11.9% | +19.3% | -7.5% | +11.9% |
| 3Y | +513.8% | -15.3% | +529.1% | +517.6% |
| 5Y | +379.3% | -3.8% | +383.1% | +379.1% |
| 10Y | +837.1% | +318.5% | +518.5% | +888.6% |
| All | +672.4% | +1,030.0% | -357.6% | +753.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling