+863.2%
CDW vs EFV
+186.1%
+677.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +3.2% | +1.5% | +1.7% | +1.9% |
| 30D | +9.3% | +1.7% | +7.5% | +7.7% |
| 3M | +9.8% | +8.6% | +1.2% | +2.2% |
| 6M | +23.3% | +11.7% | +11.7% | +10.9% |
| YTD | +13.7% | +19.3% | -5.6% | -3.9% |
| 1Y | -6.5% | +30.2% | -36.7% | -26.7% |
| 3Y | -25.2% | +91.6% | -116.8% | -58.5% |
| 5Y | -19.5% | +96.4% | -115.9% | -56.5% |
| 10Y | +285.8% | +166.5% | +119.3% | +60.8% |
| All | +863.2% | +186.1% | +677.1% | +291.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling