-0.3%
AAL vs CDW
-13.2%
+12.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.5% | -0.9% |
| 7D | -0.3% | -3.9% | +3.6% | +0.3% |
| 30D | -19.0% | +6.9% | -25.9% | -19.9% |
| 3M | -5.1% | +7.7% | -12.8% | -6.6% |
| 6M | +15.5% | +18.3% | -2.8% | +6.7% |
| YTD | -15.8% | +7.8% | -23.5% | -18.1% |
| 1Y | -0.3% | -12.2% | +11.9% | +3.0% |
| All | -0.3% | -13.2% | +12.9% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling