+994.1%
CDW vs EFV
+177.8%
+816.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.6% | -1.0% | +3.6% | +3.5% |
| 30D | +20.4% | +3.1% | +17.3% | +17.8% |
| 3M | +28.5% | -1.2% | +29.7% | +30.3% |
| 6M | +70.6% | +5.6% | +65.0% | +62.8% |
| YTD | +29.1% | +15.8% | +13.3% | +12.3% |
| 1Y | +23.8% | +20.0% | +3.8% | +4.4% |
| 3Y | -14.5% | +91.0% | -105.4% | -52.3% |
| 5Y | -1.6% | +93.7% | -95.2% | -46.1% |
| 10Y | +322.0% | +160.9% | +161.1% | +79.9% |
| All | +994.1% | +177.8% | +816.3% | +356.9% |
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