+283.4%
CDW vs ALK
-35.2%
+318.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.5% |
| 7D | +3.2% | -0.7% | +3.8% | +3.3% |
| 30D | +9.3% | -19.2% | +28.5% | +16.2% |
| 3M | +9.8% | -1.5% | +11.3% | +8.9% |
| 6M | +23.3% | -13.1% | +36.4% | +24.7% |
| YTD | +13.7% | -16.4% | +30.1% | +15.6% |
| 1Y | -6.5% | -33.1% | +26.6% | +1.6% |
| 3Y | -25.2% | +0.6% | -25.9% | -32.6% |
| 5Y | -19.5% | -26.4% | +6.9% | -21.6% |
| All | +283.4% | -35.2% | +318.6% | +227.5% |
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