-21.5%
CDW vs ALK
+15.2%
-36.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.2% | -2.9% | -5.4% |
| 7D | -4.1% | +7.1% | -11.2% | -5.4% |
| 30D | +16.7% | -3.0% | +19.7% | +17.3% |
| 3M | +13.6% | -25.6% | +39.2% | +20.2% |
| 6M | +17.0% | +0.5% | +16.5% | +14.8% |
| YTD | +18.1% | -23.1% | +41.2% | +22.3% |
| 1Y | +10.5% | -7.5% | +18.0% | +8.3% |
| All | -21.5% | +15.2% | -36.8% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling