+301.5%
CDW vs ALLE
+208.6%
+93.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.1% |
| 7D | +9.1% | +1.6% | +7.5% | +8.2% |
| 30D | +13.7% | +24.1% | -10.4% | +0.4% |
| 3M | +27.0% | +14.8% | +12.2% | +17.1% |
| 6M | +75.9% | +45.9% | +30.0% | +39.6% |
| YTD | +28.9% | +20.7% | +8.1% | +13.3% |
| 1Y | +19.6% | +14.2% | +5.4% | +8.6% |
| 3Y | -14.6% | +90.7% | -105.3% | -44.7% |
| 5Y | -3.2% | +50.6% | -53.7% | -28.9% |
| All | +301.5% | +208.6% | +93.0% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling