+992.3%
CDW vs AGI
+184.2%
+808.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | -0.2% |
| 7D | +9.1% | -7.5% | +16.6% | +9.1% |
| 30D | +13.7% | -9.9% | +23.6% | +13.7% |
| 3M | +27.0% | -14.2% | +41.2% | +27.0% |
| 6M | +75.9% | -35.2% | +111.1% | +76.1% |
| YTD | +28.9% | -25.2% | +54.1% | +28.9% |
| 1Y | +19.6% | -14.3% | +33.9% | +19.5% |
| 3Y | -14.6% | +127.7% | -142.3% | -15.4% |
| 5Y | -3.2% | +243.4% | -246.6% | -4.4% |
| 10Y | +321.3% | +384.1% | -62.8% | +326.5% |
| All | +992.3% | +184.2% | +808.0% | +1,031.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling