-21.5%
CDW vs ABCL
+139.9%
-161.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -9.4% | +3.2% | -5.3% |
| 7D | -4.1% | -14.9% | +10.8% | -2.8% |
| 30D | +16.7% | -15.4% | +32.1% | +18.2% |
| 3M | +13.6% | +88.0% | -74.4% | +7.0% |
| 6M | +17.0% | +138.8% | -121.8% | +7.3% |
| YTD | +18.1% | +225.4% | -207.3% | +4.2% |
| 1Y | +10.5% | +137.3% | -126.9% | +0.4% |
| All | -21.5% | +139.9% | -161.4% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling