+728.3%
CDW vs ALLE
+260.9%
+467.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.5% |
| 7D | +3.2% | -0.2% | +3.4% | +3.2% |
| 30D | +9.3% | -6.8% | +16.1% | +13.3% |
| 3M | +9.8% | +21.0% | -11.2% | -2.1% |
| 6M | +23.3% | +1.1% | +22.2% | +20.6% |
| YTD | +13.7% | -0.5% | +14.2% | +11.8% |
| 1Y | -6.5% | -7.3% | +0.8% | -4.6% |
| 3Y | -25.2% | +42.3% | -67.5% | -41.3% |
| 5Y | -19.5% | +13.5% | -33.0% | -29.5% |
| 10Y | +285.8% | +144.0% | +141.8% | +131.4% |
| All | +728.3% | +260.9% | +467.4% | +333.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling