+293.7%
CDW vs AGI
+392.3%
-98.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.7% | +7.1% | +7.8% |
| 7D | +0.9% | -2.7% | +3.7% | +0.9% |
| 30D | +13.1% | +7.2% | +5.8% | +13.0% |
| 3M | +19.7% | +4.3% | +15.4% | +19.8% |
| 6M | +30.7% | -27.1% | +57.8% | +31.4% |
| YTD | +14.7% | -6.6% | +21.3% | +14.7% |
| 1Y | -5.3% | +9.5% | -14.8% | -5.6% |
| 3Y | -23.8% | +208.4% | -232.3% | -25.6% |
| 5Y | -16.8% | +401.6% | -418.4% | -19.3% |
| All | +293.7% | +392.3% | -98.7% | +301.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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