-35.0%
AUR vs CDW
-12.4%
-22.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.9% |
| 7D | +11.1% | -4.2% | +15.3% | +14.3% |
| 30D | -6.9% | +4.9% | -11.7% | -10.8% |
| 3M | +5.5% | +7.3% | -1.8% | -2.2% |
| 6M | +41.0% | +19.2% | +21.8% | +11.3% |
| YTD | +69.3% | +6.2% | +63.1% | +46.5% |
| 1Y | +14.0% | -14.0% | +28.1% | +21.0% |
| 3Y | +90.1% | -30.0% | +120.0% | +142.5% |
| 5Y | -34.4% | -23.6% | -10.8% | -28.6% |
| All | -35.0% | -12.4% | -22.6% | -29.2% |
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