-7.4%
CDW vs ALHC
-29.3%
+21.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -5.2% |
| 7D | -3.9% | -1.0% | -2.9% | -3.8% |
| 30D | +6.9% | -6.3% | +13.2% | +7.2% |
| 3M | +7.7% | -12.3% | +20.0% | +7.5% |
| 6M | +18.3% | -27.0% | +45.3% | +19.2% |
| YTD | +7.8% | -31.8% | +39.6% | +8.9% |
| 1Y | -12.2% | -17.0% | +4.8% | -12.8% |
| 3Y | -28.9% | +159.8% | -188.8% | -39.7% |
| 5Y | -22.8% | -25.1% | +2.4% | -29.6% |
| All | -7.4% | -29.3% | +21.9% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALHC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling