+331.5%
CDW vs EL
+60.9%
+270.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.6% | +2.8% |
| 7D | +13.1% | +7.6% | +5.5% | +10.6% |
| 30D | +19.1% | +15.7% | +3.4% | +13.7% |
| 3M | +24.7% | +30.5% | -5.8% | +13.7% |
| 6M | +63.4% | +32.5% | +30.8% | +46.8% |
| YTD | +26.3% | +9.4% | +16.9% | +17.9% |
| 1Y | +20.6% | +28.4% | -7.8% | +5.7% |
| 3Y | -16.3% | +4.4% | -20.8% | -26.4% |
| 5Y | -3.9% | -64.5% | +60.6% | +35.0% |
| 10Y | +331.5% | +64.9% | +266.6% | +280.3% |
| All | +331.5% | +60.9% | +270.6% | +280.3% |
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