-40.8%
AAL vs CDW
-10.5%
-30.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.4% |
| 7D | +4.6% | +2.1% | +2.5% | +3.3% |
| 30D | +2.6% | +14.7% | -12.2% | -5.0% |
| 3M | -17.8% | +11.1% | -28.9% | -23.6% |
| 6M | +1.9% | +45.6% | -43.7% | -21.8% |
| YTD | -14.0% | +17.1% | -31.1% | -27.6% |
| 1Y | +0.2% | +13.2% | -12.9% | -13.3% |
| 3Y | +13.0% | -22.2% | +35.2% | +23.5% |
| All | -40.8% | -10.5% | -30.3% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling