-17.4%
CDW vs EFV
+91.1%
-108.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.7% | +2.1% | +3.1% |
| 7D | +9.3% | +1.7% | +7.6% | +8.4% |
| 30D | +15.8% | +3.4% | +12.3% | +13.8% |
| 3M | +21.8% | -1.7% | +23.5% | +23.1% |
| 6M | +58.8% | +6.4% | +52.4% | +53.3% |
| YTD | +22.8% | +16.3% | +6.5% | +9.4% |
| 1Y | +17.9% | +22.9% | -5.0% | +0.4% |
| 3Y | -17.4% | +92.8% | -110.3% | -50.3% |
| All | -17.4% | +91.1% | -108.5% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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