-23.6%
CDW vs AGI
+392.7%
-416.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.5% |
| 7D | -4.2% | +2.2% | -6.5% | -4.3% |
| 30D | +4.9% | +11.3% | -6.4% | +4.6% |
| 3M | +7.3% | +5.6% | +1.6% | +7.4% |
| 6M | +19.2% | -27.7% | +46.8% | +21.5% |
| YTD | +6.2% | -4.1% | +10.3% | +5.8% |
| 1Y | -14.0% | +13.8% | -27.8% | -15.5% |
| 3Y | -30.0% | +217.0% | -247.0% | -38.6% |
| 5Y | -23.6% | +404.3% | -427.9% | -37.2% |
| All | -23.6% | +392.7% | -416.3% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling