-14.6%
AAL vs CDW
+903.1%
-917.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.8% |
| 7D | -3.7% | +3.2% | -6.9% | -5.7% |
| 30D | -20.8% | +9.3% | -30.1% | -25.5% |
| 3M | -1.3% | +9.8% | -11.1% | -8.7% |
| 6M | +5.4% | +23.3% | -18.0% | -14.2% |
| YTD | -14.4% | +13.7% | -28.0% | -26.8% |
| 1Y | +2.1% | -6.5% | +8.6% | -0.8% |
| 3Y | -10.6% | -25.2% | +14.7% | -0.4% |
| 5Y | -32.2% | -19.5% | -12.7% | -29.3% |
| 10Y | -62.7% | +285.8% | -348.5% | -83.7% |
| All | -14.6% | +903.1% | -917.7% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling