+86.9%
CDW vs ALC
+27.5%
+59.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +3.3% |
| 7D | +2.6% | -6.3% | +8.8% | +5.9% |
| 30D | +20.4% | +12.6% | +7.8% | +13.5% |
| 3M | +28.5% | -3.8% | +32.3% | +30.9% |
| 6M | +70.6% | +16.8% | +53.8% | +56.2% |
| YTD | +29.1% | -7.6% | +36.7% | +33.7% |
| 1Y | +23.8% | -5.9% | +29.7% | +26.9% |
| 3Y | -14.5% | +0.6% | -15.1% | -17.9% |
| 5Y | -1.6% | -9.5% | +7.9% | -1.8% |
| All | +86.9% | +27.5% | +59.5% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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