-18.9%
CDW vs ALC
-16.0%
-2.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | 0.0% |
| 7D | +3.2% | -2.1% | +5.3% | +4.2% |
| 30D | +9.3% | -0.1% | +9.4% | +9.1% |
| 3M | +9.8% | +5.9% | +3.9% | +6.3% |
| 6M | +23.3% | -15.9% | +39.3% | +33.3% |
| YTD | +13.7% | -10.1% | +23.8% | +19.0% |
| 1Y | -6.5% | -10.2% | +3.7% | -2.3% |
| 3Y | -25.2% | -13.6% | -11.7% | -22.1% |
| All | -18.9% | -16.0% | -2.9% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling