+39.7%
CDW vs ABCL
-79.6%
+119.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +2.9% |
| 7D | +13.1% | +2.3% | +10.8% | +12.9% |
| 30D | +19.1% | -0.7% | +19.8% | +19.0% |
| 3M | +24.7% | +33.4% | -8.7% | +21.1% |
| 6M | +63.4% | +137.8% | -74.4% | +49.7% |
| YTD | +26.3% | +264.3% | -238.0% | +10.3% |
| 1Y | +20.6% | +209.2% | -188.6% | +6.8% |
| 3Y | -16.3% | +208.4% | -224.7% | -29.0% |
| 5Y | -3.9% | -11.9% | +8.0% | -13.1% |
| All | +39.7% | -79.6% | +119.3% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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