+985.1%
CDW vs AGI
+182.8%
+802.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +9.3% | -10.1% | +19.4% | +9.4% |
| 30D | +14.4% | -6.5% | +20.9% | +14.3% |
| 3M | +21.4% | -12.8% | +34.2% | +21.4% |
| 6M | +72.8% | -34.3% | +107.1% | +73.0% |
| YTD | +28.0% | -25.6% | +53.6% | +28.1% |
| 1Y | +19.3% | -14.2% | +33.6% | +19.3% |
| 3Y | -15.3% | +127.3% | -142.6% | -16.1% |
| 5Y | -3.8% | +241.8% | -245.6% | -5.0% |
| 10Y | +318.5% | +381.8% | -63.3% | +323.7% |
| All | +985.1% | +182.8% | +802.2% | +1,023.9% |
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