+91.8%
AUR vs CDW
-30.1%
+122.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +0.2% | -7.4% | +7.5% | +4.3% |
| 30D | -8.9% | +5.8% | -14.8% | -12.4% |
| 3M | +4.6% | +10.8% | -6.2% | -3.2% |
| 6M | +44.9% | +21.5% | +23.4% | +16.5% |
| YTD | +64.8% | +6.4% | +58.5% | +47.6% |
| 1Y | +16.4% | -14.8% | +31.2% | +29.7% |
| All | +91.8% | -30.1% | +122.0% | +109.6% |
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