-12.2%
CDW vs EL
+15.2%
-27.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.1% | -3.1% | -5.0% |
| 7D | -3.9% | +1.7% | -5.6% | -4.0% |
| 30D | +6.9% | +15.5% | -8.6% | +5.6% |
| 3M | +7.7% | +20.6% | -12.9% | +6.1% |
| 6M | +18.3% | +10.5% | +7.8% | +17.2% |
| YTD | +7.8% | -1.9% | +9.6% | +5.3% |
| 1Y | -12.2% | +16.1% | -28.2% | -19.3% |
| All | -12.2% | +15.2% | -27.3% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling