+266.1%
CDW vs ESI
+307.6%
-41.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.6% | -5.7% | -5.4% |
| 7D | -3.9% | +5.4% | -9.3% | -5.7% |
| 30D | +6.9% | -4.2% | +11.1% | +8.4% |
| 3M | +7.7% | -9.6% | +17.3% | +9.6% |
| 6M | +18.3% | +18.3% | 0.0% | +6.3% |
| YTD | +7.8% | +45.8% | -38.1% | -11.9% |
| 1Y | -12.2% | +39.2% | -51.3% | -27.1% |
| 3Y | -28.9% | +86.3% | -115.2% | -48.7% |
| 5Y | -22.8% | +76.2% | -99.0% | -44.1% |
| 10Y | +266.1% | +306.8% | -40.7% | +89.2% |
| All | +266.1% | +307.6% | -41.6% | +89.2% |
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