-3.9%
CDW vs ALK
-28.6%
+24.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +13.1% | +12.9% | +0.1% | +9.7% |
| 30D | +19.1% | +5.5% | +13.6% | +17.3% |
| 3M | +24.7% | -12.1% | +36.8% | +28.4% |
| 6M | +63.4% | +1.7% | +61.6% | +59.8% |
| YTD | +26.3% | -17.4% | +43.7% | +28.8% |
| 1Y | +20.6% | -1.9% | +22.5% | +16.1% |
| 3Y | -16.3% | +21.2% | -37.6% | -29.5% |
| 5Y | -3.9% | -27.8% | +23.9% | -3.0% |
| All | -3.9% | -28.6% | +24.7% | -3.0% |
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