+23.8%
CDW vs AR
+11.6%
+12.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.9% |
| 7D | +2.6% | +2.1% | +0.5% | +2.2% |
| 30D | +20.4% | +4.5% | +15.9% | +18.4% |
| 3M | +28.5% | +1.0% | +27.5% | +27.0% |
| 6M | +70.6% | +4.4% | +66.2% | +67.1% |
| YTD | +29.1% | +10.9% | +18.2% | +27.6% |
| 1Y | +23.8% | +8.6% | +15.2% | +23.0% |
| All | +23.8% | +11.6% | +12.2% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling