-30.9%
CDW vs AS
+120.4%
-151.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.6% | -1.6% |
| 7D | +3.2% | -4.9% | +8.1% | +4.0% |
| 30D | +9.3% | -19.6% | +28.9% | +13.1% |
| 3M | +9.8% | -14.4% | +24.2% | +12.1% |
| 6M | +23.3% | -20.1% | +43.5% | +26.7% |
| YTD | +13.7% | -20.9% | +34.6% | +16.8% |
| 1Y | -6.5% | -21.9% | +15.4% | -4.0% |
| All | -30.9% | +120.4% | -151.3% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling