+322.0%
CDW vs ALLE
+212.2%
+109.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.7% |
| 7D | +2.6% | -0.8% | +3.4% | +3.2% |
| 30D | +20.4% | +27.4% | -7.0% | +4.9% |
| 3M | +28.5% | +13.8% | +14.6% | +19.0% |
| 6M | +70.6% | +45.5% | +25.1% | +35.7% |
| YTD | +29.1% | +21.4% | +7.7% | +13.1% |
| 1Y | +23.8% | +15.4% | +8.4% | +11.8% |
| 3Y | -14.5% | +91.7% | -106.2% | -44.8% |
| 5Y | -1.6% | +54.5% | -56.1% | -28.9% |
| 10Y | +322.0% | +210.5% | +111.5% | +119.4% |
| All | +322.0% | +212.2% | +109.9% | +119.4% |
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