-2.7%
CDW vs ADVB
-97.6%
+94.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -9.5% | +3.4% | -6.1% |
| 7D | -4.1% | -28.0% | +23.9% | -4.0% |
| 30D | +16.7% | -70.2% | +87.0% | +17.1% |
| 3M | +13.6% | -76.1% | +89.7% | +13.9% |
| 6M | +17.0% | -72.3% | +89.3% | +17.2% |
| YTD | +18.1% | -67.5% | +85.6% | +18.5% |
| 1Y | +10.5% | -78.6% | +89.0% | +11.6% |
| All | -2.7% | -97.6% | +94.9% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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