-28.2%
CDW vs AS
+133.7%
-161.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.3% | -3.9% | -5.7% |
| 7D | -4.1% | +7.1% | -11.2% | -5.2% |
| 30D | +16.7% | +12.8% | +3.9% | +14.5% |
| 3M | +13.6% | -14.7% | +28.3% | +16.4% |
| 6M | +17.0% | -9.9% | +27.0% | +18.0% |
| YTD | +18.1% | -16.1% | +34.3% | +20.2% |
| 1Y | +10.5% | +0.2% | +10.3% | +8.2% |
| All | -28.2% | +133.7% | -161.9% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling