+283.8%
CDW vs ES
+84.4%
+199.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | +9.3% | -2.0% | +11.2% | +9.9% |
| 3M | +9.8% | +1.7% | +8.1% | +9.0% |
| 6M | +23.3% | -3.5% | +26.9% | +24.2% |
| YTD | +13.7% | +7.9% | +5.7% | +9.9% |
| 1Y | -6.5% | +17.2% | -23.6% | -12.8% |
| 3Y | -25.2% | +29.3% | -54.5% | -34.4% |
| 5Y | -19.5% | -5.7% | -13.7% | -20.3% |
| All | +283.8% | +84.4% | +199.4% | +242.2% |
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