+697.9%
CDW vs AR
-32.8%
+730.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.8% | -3.3% | -5.8% |
| 7D | -4.1% | -11.7% | +7.6% | -2.9% |
| 30D | +16.7% | +1.8% | +14.9% | +16.3% |
| 3M | +13.6% | +6.0% | +7.6% | +12.5% |
| 6M | +17.0% | -7.0% | +24.1% | +17.7% |
| YTD | +18.1% | +5.6% | +12.6% | +16.9% |
| 1Y | +10.5% | +10.8% | -0.4% | +8.5% |
| 3Y | -20.9% | +19.3% | -40.2% | -23.8% |
| 5Y | -9.3% | +73.3% | -82.6% | -17.3% |
| 10Y | +310.6% | +47.6% | +263.0% | +243.0% |
| All | +697.9% | -32.8% | +730.8% | +622.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling