-9.3%
CDW vs AR
+71.8%
-81.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +2.1% | -14.3% | +16.3% | +4.7% |
| 30D | +14.7% | +1.4% | +13.3% | +14.1% |
| 3M | +11.1% | +3.4% | +7.7% | +9.9% |
| 6M | +45.6% | -2.1% | +47.6% | +45.2% |
| YTD | +17.1% | +4.7% | +12.4% | +15.2% |
| 1Y | +13.2% | +10.6% | +2.6% | +10.0% |
| 3Y | -22.2% | +24.6% | -46.8% | -26.8% |
| All | -9.3% | +71.8% | -81.1% | -19.4% |
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