-1.1%
AAL vs CDW
+22.8%
-24.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.6% |
| 7D | +2.9% | +9.1% | -6.2% | +1.6% |
| 30D | +6.5% | +13.7% | -7.2% | +4.6% |
| 3M | -10.9% | +27.0% | -37.9% | -13.5% |
| 6M | +4.9% | +75.9% | -71.0% | -1.5% |
| YTD | -13.2% | +28.9% | -42.1% | -15.9% |
| 1Y | -1.1% | +19.6% | -20.7% | +2.4% |
| All | -1.1% | +22.8% | -24.0% | +2.4% |
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