+21.5%
CDW vs ALM
+44.8%
-23.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.2% | +11.5% | +12.7% |
| 7D | +3.7% | -6.4% | +10.1% | +3.7% |
| 30D | +26.0% | -35.0% | +61.0% | +25.4% |
| 3M | +10.1% | -33.8% | +43.9% | +9.6% |
| 6M | +26.1% | -55.0% | +81.1% | +25.7% |
| YTD | +25.9% | -0.2% | +26.1% | +24.7% |
| 1Y | +21.5% | +41.8% | -20.2% | +18.9% |
| All | +21.5% | +44.8% | -23.3% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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