-25.0%
CDW vs ALM
+2,063.1%
-2,088.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.0% |
| 7D | +3.2% | -2.6% | +5.8% | +3.2% |
| 30D | +9.3% | +32.0% | -22.7% | +9.0% |
| 3M | +9.8% | -15.0% | +24.8% | +10.1% |
| 6M | +23.3% | -10.1% | +33.5% | +23.2% |
| YTD | +13.7% | +99.4% | -85.8% | +11.9% |
| 1Y | -6.5% | +316.4% | -322.8% | -9.1% |
| All | -25.0% | +2,063.1% | -2,088.2% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling