+31.4%
ALB vs CDW
+303.2%
-271.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.3% |
| 7D | +9.1% | +2.1% | +7.0% | +7.3% |
| 30D | -3.4% | +14.7% | -18.2% | -11.1% |
| 3M | -20.6% | +11.1% | -31.7% | -27.0% |
| 6M | -48.2% | +45.6% | -93.7% | -60.6% |
| YTD | -29.2% | +17.1% | -46.3% | -41.0% |
| 1Y | +10.0% | +13.2% | -3.2% | -6.2% |
| 3Y | -12.9% | -22.2% | +9.3% | -7.3% |
| 5Y | -61.3% | -10.1% | -51.2% | -62.6% |
| All | +31.4% | +303.2% | -271.8% | -17.2% |
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