+331.5%
CDW vs ESI
+306.3%
+25.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.1% |
| 7D | +13.1% | -6.6% | +19.7% | +15.7% |
| 30D | +19.1% | -9.8% | +29.0% | +23.0% |
| 3M | +24.7% | -11.9% | +36.7% | +29.2% |
| 6M | +63.4% | -25.1% | +88.4% | +76.1% |
| YTD | +26.3% | +31.9% | -5.6% | +5.5% |
| 1Y | +20.6% | +19.2% | +1.4% | +4.9% |
| 3Y | -16.3% | +76.2% | -92.5% | -39.6% |
| 5Y | -3.9% | +39.4% | -43.3% | -25.3% |
| 10Y | +331.5% | +304.9% | +26.6% | +128.5% |
| All | +331.5% | +306.3% | +25.2% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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