-29.5%
CDW vs EOSE
+49.8%
-79.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.4% |
| 7D | -4.2% | +15.0% | -19.2% | -4.6% |
| 30D | +4.9% | +2.5% | +2.4% | +4.7% |
| 3M | +7.3% | -33.7% | +41.0% | +8.0% |
| 6M | +19.2% | -32.7% | +51.9% | +19.3% |
| YTD | +6.2% | -63.8% | +70.0% | +7.6% |
| 1Y | -14.0% | -40.5% | +26.5% | -15.0% |
| All | -29.5% | +49.8% | -79.3% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling