-9.3%
CDW vs ALLE
+51.8%
-61.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.9% | -3.3% | -4.7% |
| 7D | -4.1% | 0.0% | -4.2% | -4.0% |
| 30D | +16.7% | +20.6% | -3.8% | +6.6% |
| 3M | +13.6% | +11.4% | +2.2% | +7.6% |
| 6M | +17.0% | +42.5% | -25.5% | -2.8% |
| YTD | +18.1% | +18.9% | -0.8% | +7.2% |
| 1Y | +10.5% | +14.2% | -3.7% | +2.4% |
| 3Y | -20.9% | +90.7% | -111.6% | -45.9% |
| 5Y | -9.3% | +52.5% | -61.8% | -30.2% |
| All | -9.3% | +51.8% | -61.2% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling