+30.4%
CDW vs EOSE
-61.3%
+91.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.9% | -11.9% | -1.5% |
| 7D | +3.2% | +19.0% | -15.8% | +2.3% |
| 30D | +9.3% | +1.6% | +7.7% | +9.0% |
| 3M | +9.8% | -52.0% | +61.8% | +12.6% |
| 6M | +23.3% | -42.5% | +65.9% | +24.5% |
| YTD | +13.7% | -66.1% | +79.8% | +16.3% |
| 1Y | -6.5% | -47.1% | +40.7% | -7.2% |
| 3Y | -25.2% | +0.8% | -26.0% | -32.1% |
| 5Y | -19.5% | -71.7% | +52.2% | -32.0% |
| All | +30.4% | -61.3% | +91.7% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling