+19.8%
CDW vs ES
+0.4%
+19.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.2% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | +20.4% | +6.7% | +13.7% | +20.7% |
| 3M | +28.5% | +0.3% | +28.1% | +28.1% |
| 6M | +70.6% | +7.4% | +63.2% | +71.7% |
| YTD | +29.1% | +8.4% | +20.7% | +29.1% |
| All | +19.8% | +0.4% | +19.4% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling