-66.0%
AAL vs CDW
+338.4%
-404.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -1.4% |
| 7D | +3.4% | +2.6% | +0.9% | +1.9% |
| 30D | +11.7% | +20.4% | -8.7% | -0.7% |
| 3M | -7.8% | +28.5% | -36.3% | -22.5% |
| 6M | +10.2% | +70.6% | -60.4% | -25.7% |
| YTD | -8.0% | +29.1% | -37.1% | -28.7% |
| 1Y | +8.5% | +23.8% | -15.2% | -13.3% |
| 3Y | +19.5% | -14.5% | +34.0% | +21.5% |
| 5Y | -33.9% | -1.6% | -32.3% | -40.2% |
| 10Y | -66.0% | +322.0% | -388.0% | -84.3% |
| All | -66.0% | +338.4% | -404.4% | -84.3% |
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