+266.1%
CDW vs ALM
+3,219.4%
-2,953.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +8.8% | -14.0% | -5.4% |
| 7D | -3.9% | +8.4% | -12.3% | -4.1% |
| 30D | +6.9% | +34.8% | -27.9% | +6.1% |
| 3M | +7.7% | +16.2% | -8.5% | +7.1% |
| 6M | +18.3% | +2.1% | +16.2% | +17.6% |
| YTD | +7.8% | +117.0% | -109.3% | +4.9% |
| 1Y | -12.2% | +313.9% | -326.0% | -16.2% |
| 3Y | -28.9% | +2,327.9% | -2,356.9% | -36.8% |
| 5Y | -22.8% | +1,040.6% | -1,063.4% | -30.2% |
| 10Y | +266.1% | +3,219.4% | -2,953.4% | +223.3% |
| All | +266.1% | +3,219.4% | -2,953.4% | +223.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling