+598.0%
AZO vs CDW
+851.1%
-253.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.2% | +4.1% | +0.3% |
| 7D | -0.5% | -3.9% | +3.4% | +0.5% |
| 30D | -5.6% | +6.9% | -12.5% | -7.5% |
| 3M | -4.0% | +7.7% | -11.7% | -6.4% |
| 6M | -18.9% | +18.3% | -37.3% | -24.1% |
| YTD | -13.0% | +7.8% | -20.7% | -16.7% |
| 1Y | -30.4% | -12.2% | -18.3% | -29.9% |
| 3Y | +12.7% | -28.9% | +41.6% | +18.1% |
| 5Y | +89.6% | -22.8% | +112.4% | +90.0% |
| 10Y | +304.7% | +266.1% | +38.6% | +163.1% |
| All | +598.0% | +851.1% | -253.1% | +311.5% |
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