+21.5%
CDW vs ALLY
+4.2%
+17.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.8% | +8.9% | +11.3% |
| 7D | +3.7% | +2.4% | +1.4% | +3.0% |
| 30D | +26.0% | +5.6% | +20.4% | +24.1% |
| 3M | +10.1% | -11.7% | +21.8% | +13.4% |
| 6M | +26.1% | -7.0% | +33.1% | +27.8% |
| YTD | +25.9% | -10.4% | +36.3% | +30.2% |
| 1Y | +21.5% | +2.4% | +19.2% | +15.2% |
| All | +21.5% | +4.2% | +17.3% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling