+319.5%
CDW vs AVAV
+423.1%
-103.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +12.6% | -7.7% | +3.1% |
| 7D | +9.3% | +3.2% | +6.2% | +8.5% |
| 30D | +15.8% | -7.4% | +23.2% | +16.6% |
| 3M | +21.8% | -32.0% | +53.8% | +27.7% |
| 6M | +58.8% | -24.6% | +83.3% | +61.5% |
| YTD | +22.8% | -47.5% | +70.3% | +29.0% |
| 1Y | +17.9% | -61.5% | +79.4% | +29.8% |
| 3Y | -17.4% | +5.5% | -22.9% | -28.0% |
| 5Y | -5.7% | +35.7% | -41.5% | -25.4% |
| 10Y | +319.5% | +379.1% | -59.6% | +160.3% |
| All | +319.5% | +423.1% | -103.6% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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