-22.2%
CDW vs ALHC
+21.9%
-44.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.9% |
| 7D | +2.1% | +1.0% | +1.1% | +2.1% |
| 30D | +14.7% | -14.2% | +28.9% | +14.6% |
| 3M | +11.1% | -45.1% | +56.3% | +10.1% |
| 6M | +45.6% | -59.5% | +105.1% | +44.4% |
| YTD | +17.1% | -62.8% | +79.9% | +16.1% |
| 1Y | +13.2% | -55.5% | +68.7% | +11.7% |
| 3Y | -22.2% | +25.7% | -47.9% | -27.4% |
| All | -22.2% | +21.9% | -44.1% | -27.4% |
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