-15.3%
CDW vs EAT
+476.7%
-492.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | +9.3% | -4.0% | +13.3% | +9.9% |
| 30D | +14.4% | -2.9% | +17.3% | +14.8% |
| 3M | +21.4% | -16.9% | +38.3% | +24.0% |
| 6M | +72.8% | +57.0% | +15.8% | +61.0% |
| YTD | +28.0% | +38.2% | -10.2% | +20.4% |
| 1Y | +19.3% | +69.3% | -49.9% | +8.4% |
| 3Y | -15.3% | +483.0% | -498.3% | -36.6% |
| All | -15.3% | +476.7% | -492.0% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling