-66.0%
AAL vs CDW
+263.0%
-328.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.5% | +1.5% |
| 7D | -0.3% | -3.9% | +3.6% | +1.9% |
| 30D | -19.0% | +6.9% | -25.9% | -22.8% |
| 3M | -5.1% | +7.7% | -12.8% | -11.4% |
| 6M | +15.5% | +18.3% | -2.8% | -4.6% |
| YTD | -15.8% | +7.8% | -23.5% | -26.1% |
| 1Y | -0.3% | -12.2% | +11.9% | +0.8% |
| 3Y | -7.7% | -28.9% | +21.3% | +6.4% |
| 5Y | -32.5% | -22.8% | -9.7% | -28.1% |
| 10Y | -66.0% | +266.1% | -332.0% | -83.1% |
| All | -66.0% | +263.0% | -328.9% | -83.1% |
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