-34.2%
ALB vs CDW
-25.3%
-8.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.1% |
| 7D | -8.1% | +3.2% | -11.2% | -9.3% |
| 30D | +6.3% | +9.3% | -3.0% | +2.1% |
| 3M | -23.6% | +9.8% | -33.4% | -27.5% |
| 6M | -24.6% | +23.3% | -48.0% | -34.8% |
| YTD | -10.3% | +13.7% | -23.9% | -19.2% |
| 1Y | +61.5% | -6.5% | +67.9% | +66.7% |
| All | -34.2% | -25.3% | -8.8% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling