-28.9%
CDW vs EFV
+92.7%
-121.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.5% | -4.8% |
| 7D | -3.9% | +1.0% | -4.9% | -4.4% |
| 30D | +6.9% | +0.2% | +6.7% | +6.8% |
| 3M | +7.7% | +9.6% | -1.9% | +2.1% |
| 6M | +18.3% | +14.0% | +4.3% | +8.1% |
| YTD | +7.8% | +18.5% | -10.7% | -5.1% |
| 1Y | -12.2% | +27.9% | -40.1% | -27.2% |
| 3Y | -28.9% | +92.4% | -121.4% | -56.8% |
| All | -28.9% | +92.7% | -121.6% | -56.8% |
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