+293.0%
CDW vs ALK
-41.7%
+334.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | +2.1% | +9.0% | -7.0% | -0.5% |
| 30D | +14.7% | -1.6% | +16.4% | +15.2% |
| 3M | +11.1% | -23.2% | +34.3% | +19.8% |
| 6M | +45.6% | -3.9% | +49.5% | +44.5% |
| YTD | +17.1% | -22.6% | +39.7% | +21.6% |
| 1Y | +13.2% | -5.3% | +18.5% | +9.6% |
| 3Y | -22.2% | +18.6% | -40.8% | -34.0% |
| 5Y | -10.1% | -34.4% | +24.3% | -9.1% |
| All | +293.0% | -41.7% | +334.8% | +250.6% |
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