-9.3%
CDW vs ALK
-33.9%
+24.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.2% | -2.9% | -5.3% |
| 7D | -4.1% | +7.1% | -11.2% | -5.7% |
| 30D | +16.7% | -3.0% | +19.7% | +17.5% |
| 3M | +13.6% | -25.6% | +39.2% | +22.1% |
| 6M | +17.0% | +0.5% | +16.5% | +14.3% |
| YTD | +18.1% | -23.1% | +41.2% | +22.7% |
| 1Y | +10.5% | -7.5% | +18.0% | +7.9% |
| 3Y | -20.9% | +15.3% | -36.2% | -32.7% |
| 5Y | -9.3% | -34.8% | +25.5% | -5.0% |
| All | -9.3% | -33.9% | +24.6% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling