-57.9%
AUR vs CDW
+5.6%
-63.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -2.8% |
| 7D | -4.5% | +9.3% | -13.9% | -9.9% |
| 30D | -16.6% | +14.4% | -31.0% | -25.0% |
| 3M | -38.5% | +21.4% | -59.9% | -47.7% |
| 6M | -49.9% | +72.8% | -122.7% | -68.4% |
| YTD | +9.6% | +28.0% | -18.4% | -18.3% |
| 1Y | +1.2% | +19.3% | -18.1% | -19.2% |
| 3Y | +128.8% | -15.3% | +144.1% | +150.1% |
| 5Y | -57.9% | -3.8% | -54.1% | -60.5% |
| All | -57.9% | +5.6% | -63.5% | -60.5% |
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