-3.7%
CDW vs AR
+99.4%
-103.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +9.3% | +7.4% | +2.0% | +8.0% |
| 30D | +14.4% | +5.8% | +8.6% | +12.8% |
| 3M | +21.4% | +5.2% | +16.2% | +19.8% |
| 6M | +72.8% | +5.4% | +67.4% | +70.1% |
| YTD | +28.0% | +12.4% | +15.6% | +24.4% |
| 1Y | +19.3% | +12.8% | +6.5% | +15.7% |
| 3Y | -15.3% | +47.2% | -62.5% | -22.6% |
| All | -3.7% | +99.4% | -103.1% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling