+407.0%
AXP vs CDW
+312.7%
+94.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -0.1% | +9.3% | -9.5% | -4.5% |
| 30D | +4.4% | +14.4% | -9.9% | -3.0% |
| 3M | -6.4% | +21.4% | -27.8% | -16.8% |
| 6M | +4.2% | +72.8% | -68.6% | -25.8% |
| YTD | -12.4% | +28.0% | -40.4% | -28.6% |
| 1Y | -11.1% | +19.3% | -30.5% | -24.5% |
| 3Y | +114.9% | -15.3% | +130.2% | +115.0% |
| 5Y | +87.4% | -3.8% | +91.2% | +68.4% |
| All | +407.0% | +312.7% | +94.3% | +144.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling