-9.3%
CDW vs ALM
+396.4%
-405.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -0.9% |
| 7D | +2.1% | -6.7% | +8.8% | +2.2% |
| 30D | +14.7% | -32.9% | +47.6% | +15.5% |
| 3M | +11.1% | -39.5% | +50.6% | +11.9% |
| 6M | +45.6% | -62.0% | +107.6% | +47.7% |
| YTD | +17.1% | -7.8% | +24.9% | +15.8% |
| 1Y | +13.2% | +26.7% | -13.5% | +10.8% |
| 3Y | -22.2% | +825.4% | -847.5% | -29.5% |
| All | -9.3% | +396.4% | -405.7% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling