+22.0%
CDW vs EOSE
-60.2%
+82.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.0% | +0.3% |
| 7D | -7.4% | +14.0% | -21.4% | -7.9% |
| 30D | +5.8% | -5.9% | +11.7% | +5.9% |
| 3M | +10.8% | -34.3% | +45.1% | +12.1% |
| 6M | +21.5% | -37.8% | +59.2% | +22.2% |
| YTD | +6.4% | -65.2% | +71.5% | +8.7% |
| 1Y | -14.8% | -41.9% | +27.1% | -15.9% |
| 3Y | -29.9% | +44.6% | -74.4% | -37.5% |
| 5Y | -22.9% | -69.2% | +46.3% | -35.0% |
| All | +22.0% | -60.2% | +82.2% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 10y: compounded portfolio wealth divided by compounded EOSE 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…
10y analysis · Full analysis span regression · 6 months rolling