+863.2%
CDW vs ALM
+692.1%
+171.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.8% |
| 3M | +9.8% | -15.0% | +24.8% | +10.0% |
| 6M | +23.3% | -10.1% | +33.5% | +23.1% |
| YTD | +13.7% | +99.4% | -85.8% | +11.7% |
| 1Y | -6.5% | +316.4% | -322.8% | -9.5% |
| 3Y | -25.2% | +2,022.0% | -2,047.2% | -30.7% |
| 5Y | -19.5% | +941.2% | -960.7% | -24.7% |
| 10Y | +285.8% | +2,950.3% | -2,664.5% | +257.0% |
| All | +863.2% | +692.1% | +171.1% | +798.2% |
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