+6.2%
CDW vs ADVB
-95.9%
+102.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +42.7% | -42.8% | -0.4% |
| 7D | +9.1% | +74.2% | -65.1% | +8.8% |
| 30D | +13.7% | -35.9% | +49.6% | +13.6% |
| 3M | +27.0% | -56.4% | +83.5% | +27.0% |
| 6M | +75.9% | -36.7% | +112.6% | +75.4% |
| YTD | +28.9% | -43.3% | +72.2% | +28.8% |
| 1Y | +19.6% | -63.4% | +83.0% | +20.6% |
| All | +6.2% | -95.9% | +102.0% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling