+863.2%
CDW vs EAT
+622.1%
+241.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +3.2% | 0.0% | +3.2% | +3.1% |
| 30D | +9.3% | +1.9% | +7.4% | +8.5% |
| 3M | +9.8% | +68.7% | -58.9% | -2.6% |
| 6M | +23.3% | +66.9% | -43.6% | +8.6% |
| YTD | +13.7% | +60.4% | -46.8% | +0.5% |
| 1Y | -6.5% | +44.0% | -50.5% | -15.9% |
| 3Y | -25.2% | +604.7% | -629.9% | -55.1% |
| 5Y | -19.5% | +347.0% | -366.5% | -48.9% |
| 10Y | +285.8% | +390.8% | -104.9% | +104.1% |
| All | +863.2% | +622.1% | +241.1% | +359.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling