+901.2%
CDW vs ALK
+69.2%
+832.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.2% | -2.9% | -5.2% |
| 7D | -4.1% | +7.1% | -11.2% | -6.0% |
| 30D | +16.7% | -3.0% | +19.7% | +17.6% |
| 3M | +13.6% | -25.6% | +39.2% | +23.4% |
| 6M | +17.0% | +0.5% | +16.5% | +14.1% |
| YTD | +18.1% | -23.1% | +41.2% | +22.8% |
| 1Y | +10.5% | -7.5% | +18.0% | +8.0% |
| 3Y | -20.9% | +15.3% | -36.2% | -31.6% |
| 5Y | -9.3% | -34.8% | +25.5% | -8.0% |
| 10Y | +310.6% | -41.2% | +351.7% | +273.5% |
| All | +901.2% | +69.2% | +832.1% | +742.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling