-25.0%
CDW vs ALLY
+63.1%
-88.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +3.2% | +3.7% | -0.5% | +2.1% |
| 30D | +9.3% | -2.3% | +11.5% | +10.0% |
| 3M | +9.8% | +3.8% | +6.0% | +8.4% |
| 6M | +23.3% | +9.7% | +13.6% | +18.9% |
| YTD | +13.7% | -1.4% | +15.1% | +13.2% |
| 1Y | -6.5% | +8.2% | -14.7% | -9.9% |
| All | -25.0% | +63.1% | -88.1% | -37.3% |
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