+293.0%
CDW vs AVAV
+361.4%
-68.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.5% | -11.3% | -2.3% |
| 7D | +2.1% | -10.6% | +12.7% | +3.4% |
| 30D | +14.7% | -18.8% | +33.5% | +17.7% |
| 3M | +11.1% | -34.1% | +45.2% | +16.9% |
| 6M | +45.6% | -35.3% | +80.9% | +51.4% |
| YTD | +17.1% | -53.4% | +70.5% | +25.1% |
| 1Y | +13.2% | -65.6% | +78.8% | +26.6% |
| 3Y | -22.2% | -5.1% | -17.1% | -31.2% |
| 5Y | -10.1% | +18.5% | -28.6% | -27.3% |
| All | +293.0% | +361.4% | -68.3% | +149.5% |
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