-18.9%
CDW vs EL
-67.1%
+48.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.7% |
| 7D | +3.2% | +0.8% | +2.4% | +2.9% |
| 30D | +9.3% | +19.8% | -10.6% | +4.2% |
| 3M | +9.8% | +25.7% | -15.9% | +3.2% |
| 6M | +23.3% | +5.4% | +17.9% | +20.0% |
| YTD | +13.7% | +0.2% | +13.4% | +10.6% |
| 1Y | -6.5% | +20.4% | -26.9% | -14.2% |
| 3Y | -25.2% | -32.1% | +6.9% | -22.2% |
| All | -18.9% | -67.1% | +48.2% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling