+994.1%
CDW vs ALM
+267.9%
+726.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +2.6% | -7.2% | +9.7% | +2.7% |
| 30D | +20.4% | -26.4% | +46.7% | +20.9% |
| 3M | +28.5% | -38.6% | +67.1% | +29.3% |
| 6M | +70.6% | -61.0% | +131.6% | +72.7% |
| YTD | +29.1% | -7.4% | +36.5% | +28.2% |
| 1Y | +23.8% | +14.0% | +9.8% | +22.4% |
| 3Y | -14.5% | +844.4% | -858.9% | -19.6% |
| 5Y | -1.6% | +410.8% | -412.4% | -7.0% |
| 10Y | +322.0% | +2,084.7% | -1,762.7% | +296.3% |
| All | +994.1% | +267.9% | +726.2% | +931.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling