+116.7%
AXP vs CDW
-15.4%
+132.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.1% | -1.0% |
| 7D | -0.6% | +13.1% | -13.7% | -3.9% |
| 30D | +5.0% | +19.1% | -14.2% | 0.0% |
| 3M | -4.2% | +24.7% | -29.0% | -10.4% |
| 6M | +2.9% | +63.4% | -60.4% | -13.6% |
| YTD | -11.6% | +26.3% | -37.9% | -20.0% |
| 1Y | -11.1% | +20.6% | -31.7% | -17.8% |
| 3Y | +116.7% | -16.3% | +133.0% | +119.7% |
| All | +116.7% | -15.4% | +132.2% | +119.7% |
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