-14.7%
CDW vs EL
+1.8%
-16.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | +0.2% |
| 7D | +9.1% | +2.7% | +6.4% | +8.5% |
| 30D | +13.7% | +10.8% | +2.9% | +11.5% |
| 3M | +27.0% | +26.5% | +0.6% | +21.2% |
| 6M | +75.9% | +31.1% | +44.7% | +65.8% |
| YTD | +28.9% | +6.6% | +22.2% | +24.8% |
| 1Y | +19.6% | +21.8% | -2.2% | +11.7% |
| All | -14.7% | +1.8% | -16.6% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling