+12.0%
AZO vs CDW
-30.1%
+42.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -2.9% | -7.4% | +4.4% | -2.2% |
| 30D | -5.3% | +5.8% | -11.1% | -5.9% |
| 3M | -7.3% | +10.8% | -18.2% | -8.5% |
| 6M | -22.7% | +21.5% | -44.1% | -24.6% |
| YTD | -15.0% | +6.4% | -21.4% | -16.4% |
| 1Y | -32.2% | -14.8% | -17.5% | -31.8% |
| All | +12.0% | -30.1% | +42.1% | +11.6% |
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