-15.3%
CDW vs AGI
+127.5%
-142.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +9.3% | -10.1% | +19.4% | +9.2% |
| 30D | +14.4% | -6.5% | +20.9% | +13.9% |
| 3M | +21.4% | -12.8% | +34.2% | +20.9% |
| 6M | +72.8% | -34.3% | +107.1% | +71.9% |
| YTD | +28.0% | -25.6% | +53.6% | +27.5% |
| 1Y | +19.3% | -14.2% | +33.6% | +18.6% |
| 3Y | -15.3% | +127.3% | -142.6% | -18.7% |
| All | -15.3% | +127.5% | -142.8% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling