+266.1%
CDW vs EAT
+373.3%
-107.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.4% | -1.8% | -4.5% |
| 7D | -3.9% | -4.9% | +1.0% | -2.8% |
| 30D | +6.9% | -1.2% | +8.1% | +6.8% |
| 3M | +7.7% | +52.2% | -44.6% | -2.3% |
| 6M | +18.3% | +65.0% | -46.7% | +4.6% |
| YTD | +7.8% | +55.0% | -47.3% | -3.9% |
| 1Y | -12.2% | +42.1% | -54.2% | -20.8% |
| 3Y | -28.9% | +614.7% | -643.7% | -57.4% |
| 5Y | -22.8% | +322.7% | -345.5% | -50.3% |
| 10Y | +266.1% | +382.0% | -116.0% | +97.2% |
| All | +266.1% | +373.3% | -107.2% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling