+901.2%
CDW vs ES
+175.3%
+725.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.1% | -8.2% | -6.8% |
| 7D | -4.1% | +5.9% | -10.0% | -5.8% |
| 30D | +16.7% | +10.2% | +6.5% | +13.3% |
| 3M | +13.6% | +0.4% | +13.2% | +13.2% |
| 6M | +17.0% | +6.9% | +10.2% | +14.2% |
| YTD | +18.1% | +10.5% | +7.6% | +13.5% |
| 1Y | +10.5% | +3.2% | +7.3% | +8.0% |
| 3Y | -20.9% | +49.0% | -70.0% | -33.5% |
| 5Y | -9.3% | +4.5% | -13.8% | -13.7% |
| 10Y | +310.6% | +92.3% | +218.2% | +244.3% |
| All | +901.2% | +175.3% | +725.9% | +652.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling