+448.7%
AXP vs CDW
+303.2%
+145.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | +0.6% | +2.1% | -1.5% | -0.9% |
| 30D | +5.8% | +14.7% | -8.9% | -2.0% |
| 3M | -6.0% | +11.1% | -17.1% | -12.8% |
| 6M | +0.3% | +45.6% | -45.3% | -21.9% |
| YTD | -12.3% | +17.1% | -29.4% | -25.2% |
| 1Y | -11.2% | +13.2% | -24.4% | -22.9% |
| 3Y | +117.0% | -22.2% | +139.2% | +126.4% |
| 5Y | +93.2% | -10.1% | +103.3% | +79.0% |
| All | +448.7% | +303.2% | +145.5% | +173.9% |
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