+892.4%
CDW vs EL
+96.3%
+796.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.6% |
| 7D | +2.1% | +0.8% | +1.3% | +2.0% |
| 30D | +14.7% | +16.5% | -1.8% | +9.2% |
| 3M | +11.1% | +29.2% | -18.1% | +1.4% |
| 6M | +45.6% | +27.9% | +17.7% | +32.2% |
| YTD | +17.1% | +6.2% | +10.9% | +10.3% |
| 1Y | +13.2% | +27.2% | -14.0% | -0.7% |
| 3Y | -22.2% | +3.2% | -25.4% | -31.5% |
| 5Y | -10.1% | -66.0% | +55.9% | +25.7% |
| 10Y | +307.0% | +58.3% | +248.6% | +198.8% |
| All | +892.4% | +96.3% | +796.1% | +583.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling