+298.9%
CDW vs AVAV
+315.4%
-16.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | -0.3% |
| 7D | +9.3% | +4.2% | +5.1% | +8.6% |
| 30D | +14.4% | -2.6% | +16.9% | +14.4% |
| 3M | +21.4% | -38.0% | +59.4% | +28.9% |
| 6M | +72.8% | -27.0% | +99.8% | +76.5% |
| YTD | +28.0% | -51.4% | +79.4% | +35.9% |
| 1Y | +19.3% | -60.2% | +79.6% | +30.4% |
| 3Y | -15.3% | -6.7% | -8.6% | -24.7% |
| 5Y | -3.8% | +28.3% | -32.1% | -23.3% |
| All | +298.9% | +315.4% | -16.5% | +157.4% |
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