-21.5%
CDW vs AVAV
-14.7%
-6.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -9.8% | +3.7% | -5.6% |
| 7D | -4.1% | -24.3% | +20.2% | -2.7% |
| 30D | +16.7% | -28.9% | +45.6% | +18.9% |
| 3M | +13.6% | -39.3% | +52.9% | +16.6% |
| 6M | +17.0% | -38.8% | +55.8% | +19.1% |
| YTD | +18.1% | -57.8% | +75.9% | +22.4% |
| 1Y | +10.5% | -70.9% | +81.3% | +18.1% |
| All | -21.5% | -14.7% | -6.8% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling