-18.9%
CDW vs ALK
-25.3%
+6.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.4% |
| 7D | +3.2% | -0.7% | +3.8% | +3.3% |
| 30D | +9.3% | -19.2% | +28.5% | +15.1% |
| 3M | +9.8% | -1.5% | +11.3% | +9.0% |
| 6M | +23.3% | -13.1% | +36.4% | +24.9% |
| YTD | +13.7% | -16.4% | +30.1% | +15.7% |
| 1Y | -6.5% | -33.1% | +26.6% | +1.3% |
| 3Y | -25.2% | +0.6% | -25.9% | -32.1% |
| All | -18.9% | -25.3% | +6.4% | -22.1% |
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 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