-3.7%
CDW vs ALM
+410.2%
-413.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.4% | -0.8% |
| 7D | +9.3% | +1.2% | +8.1% | +9.3% |
| 30D | +14.4% | -19.3% | +33.7% | +14.7% |
| 3M | +21.4% | -40.6% | +62.1% | +22.3% |
| 6M | +72.8% | -57.9% | +130.7% | +75.0% |
| YTD | +28.0% | -6.7% | +34.7% | +26.5% |
| 1Y | +19.3% | +20.2% | -0.8% | +17.0% |
| 3Y | -15.3% | +879.4% | -894.8% | -23.5% |
| All | -3.7% | +410.2% | -413.9% | -9.5% |
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