-9.3%
CDW vs ALC
-11.2%
+1.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | +0.1% |
| 7D | +2.1% | +4.9% | -2.8% | 0.0% |
| 30D | +14.7% | +19.0% | -4.2% | +6.1% |
| 3M | +11.1% | +7.8% | +3.3% | +7.2% |
| 6M | +45.6% | +14.6% | +31.0% | +35.7% |
| YTD | +17.1% | -4.4% | +21.5% | +19.3% |
| 1Y | +13.2% | +1.4% | +11.8% | +12.1% |
| 3Y | -22.2% | +2.5% | -24.7% | -25.3% |
| All | -9.3% | -11.2% | +1.9% | -6.8% |
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