-14.1%
ALB vs CDW
-15.0%
+0.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -5.8% | +9.3% | -15.1% | -8.5% |
| 30D | -4.5% | +14.4% | -18.9% | -9.2% |
| 3M | -28.1% | +21.4% | -49.5% | -33.7% |
| 6M | -53.2% | +72.8% | -126.0% | -64.4% |
| YTD | -33.3% | +28.0% | -61.3% | -42.5% |
| 1Y | -17.4% | +19.3% | -36.8% | -25.2% |
| 3Y | -14.1% | -15.3% | +1.2% | -20.8% |
| All | -14.1% | -15.0% | +0.9% | -20.8% |
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