-20.7%
AZO vs CDW
+19.3%
-40.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | -0.8% | -4.2% | +3.4% | -0.2% |
| 30D | -5.1% | +4.9% | -10.0% | -5.9% |
| 3M | -7.2% | +7.3% | -14.5% | -8.8% |
| 6M | -20.7% | +19.2% | -39.9% | -25.7% |
| All | -20.7% | +19.3% | -40.1% | -25.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling