+13.2%
CDW vs ABCL
+152.2%
-139.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.7% | -7.6% | -1.3% |
| 7D | +2.1% | -3.2% | +5.3% | +2.3% |
| 30D | +14.7% | -7.4% | +22.2% | +15.2% |
| 3M | +11.1% | +81.9% | -70.8% | +8.1% |
| 6M | +45.6% | +135.7% | -90.1% | +41.4% |
| YTD | +17.1% | +247.4% | -230.3% | +11.3% |
| 1Y | +13.2% | +162.3% | -149.1% | +10.1% |
| All | +13.2% | +152.2% | -139.1% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling