-16.3%
CDW vs ALC
+3.6%
-19.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.5% |
| 7D | +13.1% | +2.3% | +10.7% | +12.2% |
| 30D | +19.1% | +15.5% | +3.6% | +12.3% |
| 3M | +24.7% | +0.6% | +24.1% | +24.4% |
| 6M | +63.4% | +18.4% | +45.0% | +50.7% |
| YTD | +26.3% | -5.6% | +31.9% | +29.2% |
| 1Y | +20.6% | 0.0% | +20.5% | +20.6% |
| 3Y | -16.3% | +2.8% | -19.1% | -15.1% |
| All | -16.3% | +3.6% | -19.9% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling