-3.9%
CDW vs ALLY
-9.3%
+5.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.6% |
| 7D | +13.1% | -0.7% | +13.7% | +13.4% |
| 30D | +19.1% | +1.1% | +18.0% | +18.9% |
| 3M | +24.7% | -13.2% | +37.9% | +30.5% |
| 6M | +63.4% | -13.5% | +76.8% | +70.5% |
| YTD | +26.3% | -14.3% | +40.6% | +31.5% |
| 1Y | +20.6% | -1.1% | +21.7% | +20.0% |
| 3Y | -16.3% | +62.0% | -78.3% | -29.9% |
| 5Y | -3.9% | -9.6% | +5.7% | -2.5% |
| All | -3.9% | -9.3% | +5.4% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling