+119.7%
AXP vs CDW
-21.1%
+140.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.1% | +3.8% | -0.7% |
| 7D | +0.4% | -4.1% | +4.5% | +1.2% |
| 30D | +7.0% | +16.7% | -9.7% | +2.5% |
| 3M | -6.6% | +13.6% | -20.2% | -10.5% |
| 6M | +3.5% | +17.0% | -13.6% | -3.9% |
| YTD | -11.2% | +18.1% | -29.3% | -18.2% |
| 1Y | -10.2% | +10.5% | -20.6% | -14.7% |
| All | +119.7% | -21.1% | +140.8% | +126.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling