-3.7%
CDW vs AVAV
+28.1%
-31.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | -0.4% |
| 7D | +9.3% | +4.2% | +5.1% | +8.9% |
| 30D | +14.4% | -2.6% | +16.9% | +14.4% |
| 3M | +21.4% | -38.0% | +59.4% | +26.1% |
| 6M | +72.8% | -27.0% | +99.8% | +75.1% |
| YTD | +28.0% | -51.4% | +79.4% | +33.2% |
| 1Y | +19.3% | -60.2% | +79.6% | +26.8% |
| 3Y | -15.3% | -6.7% | -8.6% | -22.8% |
| All | -3.7% | +28.1% | -31.8% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling