+302.2%
CDW vs ALK
-42.3%
+344.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.6% |
| 7D | +2.6% | +2.6% | 0.0% | +1.8% |
| 30D | +20.4% | +7.8% | +12.6% | +17.6% |
| 3M | +28.5% | -15.2% | +43.7% | +34.5% |
| 6M | +70.6% | +5.0% | +65.6% | +64.8% |
| YTD | +29.1% | -18.4% | +47.5% | +31.9% |
| 1Y | +23.8% | -2.4% | +26.2% | +18.9% |
| 3Y | -14.5% | +19.8% | -34.2% | -27.5% |
| 5Y | -1.6% | -27.8% | +26.2% | -3.4% |
| All | +302.2% | -42.3% | +344.5% | +262.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling