-16.3%
CDW vs ALHC
+30.0%
-46.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.6% | +2.9% |
| 7D | +13.1% | +3.8% | +9.3% | +13.1% |
| 30D | +19.1% | +1.7% | +17.5% | +19.2% |
| 3M | +24.7% | -44.3% | +69.1% | +23.6% |
| 6M | +63.4% | -57.2% | +120.6% | +62.0% |
| YTD | +26.3% | -61.2% | +87.5% | +25.3% |
| 1Y | +20.6% | -53.2% | +73.8% | +19.0% |
| 3Y | -16.3% | +27.8% | -44.1% | -23.5% |
| All | -16.3% | +30.0% | -46.3% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling