-21.5%
CDW vs ALLY
+57.0%
-78.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.3% | -4.8% | -5.7% |
| 7D | -4.1% | -1.1% | -3.0% | -3.6% |
| 30D | +16.7% | +4.2% | +12.6% | +15.5% |
| 3M | +13.6% | -12.4% | +26.0% | +18.5% |
| 6M | +17.0% | -8.7% | +25.7% | +19.8% |
| YTD | +18.1% | -11.6% | +29.8% | +21.9% |
| 1Y | +10.5% | +0.2% | +10.3% | +9.2% |
| All | -21.5% | +57.0% | -78.5% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling