+420.8%
AXP vs CDW
+942.7%
-521.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.1% | +3.8% | +0.5% |
| 7D | +0.4% | -4.1% | +4.5% | +1.8% |
| 30D | +7.0% | +16.7% | -9.7% | -1.2% |
| 3M | -6.6% | +13.6% | -20.2% | -13.7% |
| 6M | +3.5% | +17.0% | -13.6% | -9.8% |
| YTD | -11.2% | +18.1% | -29.3% | -23.5% |
| 1Y | -10.2% | +10.5% | -20.6% | -19.9% |
| 3Y | +120.0% | -20.9% | +141.0% | +127.0% |
| 5Y | +95.6% | -9.3% | +104.9% | +83.5% |
| 10Y | +468.1% | +310.6% | +157.6% | +196.1% |
| All | +420.8% | +942.7% | -521.8% | +136.8% |
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