-3.7%
CDW vs EL
-65.2%
+61.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +9.3% | +1.5% | +7.8% | +8.9% |
| 30D | +14.4% | +10.0% | +4.4% | +11.8% |
| 3M | +21.4% | +28.4% | -7.0% | +13.9% |
| 6M | +72.8% | +37.1% | +35.7% | +58.6% |
| YTD | +28.0% | +7.8% | +20.2% | +22.4% |
| 1Y | +19.3% | +26.0% | -6.7% | +8.8% |
| 3Y | -15.3% | +3.8% | -19.1% | -23.1% |
| All | -3.7% | -65.2% | +61.6% | +31.9% |
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