+863.2%
CDW vs AGI
+265.1%
+598.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -1.0% |
| 7D | +3.2% | +0.6% | +2.6% | +3.2% |
| 30D | +9.3% | +18.2% | -8.9% | +9.3% |
| 3M | +9.8% | -4.1% | +13.9% | +9.9% |
| 6M | +23.3% | -28.7% | +52.0% | +23.7% |
| YTD | +13.7% | -4.0% | +17.6% | +13.7% |
| 1Y | -6.5% | +17.4% | -23.9% | -6.6% |
| 3Y | -25.2% | +203.0% | -228.3% | -25.9% |
| 5Y | -19.5% | +376.7% | -396.1% | -20.4% |
| 10Y | +285.8% | +407.5% | -121.7% | +290.2% |
| All | +863.2% | +265.1% | +598.1% | +897.9% |
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