+293.0%
CDW vs ES
+85.7%
+207.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | 0.0% |
| 7D | +2.1% | +1.9% | +0.2% | +1.5% |
| 30D | +14.7% | +7.1% | +7.7% | +12.2% |
| 3M | +11.1% | -1.9% | +13.1% | +11.5% |
| 6M | +45.6% | +4.4% | +41.2% | +42.9% |
| YTD | +17.1% | +7.3% | +9.8% | +13.3% |
| 1Y | +13.2% | +2.1% | +11.0% | +10.8% |
| 3Y | -22.2% | +41.8% | -64.0% | -34.2% |
| 5Y | -10.1% | +1.4% | -11.6% | -13.8% |
| All | +293.0% | +85.7% | +207.3% | +271.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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