+61.5%
ALB vs CDW
-5.0%
+66.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.4% |
| 7D | -8.1% | +3.2% | -11.2% | -8.3% |
| 30D | +6.3% | +9.3% | -3.0% | +5.6% |
| 3M | -23.6% | +9.8% | -33.4% | -23.9% |
| 6M | -24.6% | +23.3% | -48.0% | -26.6% |
| YTD | -10.3% | +13.7% | -23.9% | -9.9% |
| 1Y | +61.5% | -6.5% | +67.9% | +70.6% |
| All | +61.5% | -5.0% | +66.5% | +70.6% |
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