+319.5%
CDW vs EL
+63.1%
+256.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.8% | +2.0% | +3.9% |
| 7D | +9.3% | +8.0% | +1.3% | +6.8% |
| 30D | +15.8% | +15.4% | +0.4% | +10.6% |
| 3M | +21.8% | +28.5% | -6.7% | +11.6% |
| 6M | +58.8% | +32.2% | +26.5% | +42.8% |
| YTD | +22.8% | +9.2% | +13.6% | +14.7% |
| 1Y | +17.9% | +30.8% | -12.9% | +2.6% |
| 3Y | -17.4% | +3.7% | -21.1% | -27.1% |
| 5Y | -5.7% | -64.8% | +59.1% | +32.9% |
| 10Y | +319.5% | +60.0% | +259.5% | +267.8% |
| All | +319.5% | +63.1% | +256.4% | +267.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling