-65.4%
AAL vs CDW
+325.6%
-391.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.8% | +2.6% | +4.5% |
| 7D | +8.3% | +9.3% | -1.1% | +2.5% |
| 30D | +11.0% | +15.8% | -4.8% | +1.0% |
| 3M | -11.2% | +21.8% | -33.0% | -22.8% |
| 6M | +6.1% | +58.8% | -52.7% | -25.1% |
| YTD | -7.6% | +22.8% | -30.4% | -26.2% |
| 1Y | +3.7% | +17.9% | -14.2% | -14.6% |
| 3Y | +20.5% | -17.4% | +37.9% | +25.0% |
| 5Y | -36.4% | -5.7% | -30.7% | -41.0% |
| 10Y | -65.4% | +319.5% | -384.9% | -84.1% |
| All | -65.4% | +325.6% | -391.1% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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