+288.6%
AZO vs CDW
+300.6%
-12.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.8% | -8.0% | -2.2% |
| 7D | -3.6% | +0.9% | -4.5% | -3.9% |
| 30D | -5.6% | +13.1% | -18.6% | -8.9% |
| 3M | -6.6% | +19.7% | -26.3% | -11.7% |
| 6M | -22.5% | +30.7% | -53.2% | -29.6% |
| YTD | -15.2% | +14.7% | -29.9% | -20.4% |
| 1Y | -33.9% | -5.3% | -28.6% | -34.7% |
| 3Y | +11.8% | -23.8% | +35.7% | +15.2% |
| 5Y | +85.5% | -16.8% | +102.3% | +81.6% |
| All | +288.6% | +300.6% | -12.0% | +156.2% |
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