-35.1%
AUR vs CDW
-17.6%
-17.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.8% | -6.3% | -3.9% |
| 7D | +1.4% | +0.9% | +0.5% | +0.3% |
| 30D | -6.4% | +13.1% | -19.5% | -15.3% |
| 3M | +7.7% | +19.7% | -12.0% | -8.2% |
| 6M | +44.5% | +30.7% | +13.8% | +5.5% |
| YTD | +67.4% | +14.7% | +52.7% | +36.3% |
| 1Y | +15.4% | -5.3% | +20.8% | +13.9% |
| 3Y | +94.8% | -23.8% | +118.7% | +134.2% |
| All | -35.1% | -17.6% | -17.5% | -32.6% |
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 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