+207.4%
ALAB vs CDW
-34.0%
+241.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.1% | +6.7% |
| 7D | -26.3% | +2.1% | -28.4% | -26.9% |
| 30D | -50.1% | +14.7% | -64.9% | -53.5% |
| 3M | -42.5% | +11.1% | -53.6% | -45.8% |
| 6M | -10.8% | +45.6% | -56.4% | -30.2% |
| YTD | +14.6% | +17.1% | -2.5% | +1.5% |
| 1Y | +17.1% | +13.2% | +4.0% | +6.4% |
| All | +207.4% | -34.0% | +241.4% | +292.2% |
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