+322.0%
CDW vs EL
+63.7%
+258.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.5% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | +20.4% | +12.3% | +8.1% | +16.0% |
| 3M | +28.5% | +28.4% | +0.1% | +17.7% |
| 6M | +70.6% | +36.7% | +33.9% | +51.7% |
| YTD | +29.1% | +8.4% | +20.7% | +20.9% |
| 1Y | +23.8% | +25.4% | -1.6% | +9.4% |
| 3Y | -14.5% | +3.4% | -17.9% | -24.5% |
| 5Y | -1.6% | -64.8% | +63.2% | +38.6% |
| 10Y | +322.0% | +63.0% | +259.0% | +271.4% |
| All | +322.0% | +63.7% | +258.3% | +271.4% |
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