+128.8%
AUR vs CDW
-15.0%
+143.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -2.9% |
| 7D | -4.5% | +9.3% | -13.9% | -8.6% |
| 30D | -16.6% | +14.4% | -31.0% | -23.0% |
| 3M | -38.5% | +21.4% | -59.9% | -45.5% |
| 6M | -49.9% | +72.8% | -122.7% | -65.0% |
| YTD | +9.6% | +28.0% | -18.4% | -11.8% |
| 1Y | +1.2% | +19.3% | -18.1% | -12.7% |
| 3Y | +128.8% | -15.3% | +144.1% | +102.7% |
| All | +128.8% | -15.0% | +143.8% | +102.7% |
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