+283.8%
CDW vs AVAV
+479.1%
-195.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.8% |
| 7D | +3.2% | -2.2% | +5.4% | +3.5% |
| 30D | +9.3% | -13.9% | +23.2% | +11.4% |
| 3M | +9.8% | -29.2% | +39.0% | +14.0% |
| 6M | +23.3% | -36.1% | +59.5% | +28.8% |
| YTD | +13.7% | -40.2% | +53.9% | +17.9% |
| 1Y | -6.5% | -36.2% | +29.7% | -5.1% |
| 3Y | -25.2% | +47.5% | -72.8% | -38.6% |
| 5Y | -19.5% | +39.3% | -58.8% | -35.9% |
| All | +283.8% | +479.1% | -195.3% | +118.7% |
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