-21.5%
CDW vs ES
+50.7%
-72.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.1% | -8.2% | -6.3% |
| 7D | -4.1% | +5.9% | -10.0% | -4.6% |
| 30D | +16.7% | +10.2% | +6.5% | +15.8% |
| 3M | +13.6% | +0.4% | +13.2% | +13.4% |
| 6M | +17.0% | +6.9% | +10.2% | +16.3% |
| YTD | +18.1% | +10.5% | +7.6% | +16.7% |
| 1Y | +10.5% | +3.2% | +7.3% | +9.8% |
| All | -21.5% | +50.7% | -72.2% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling