-3.7%
CDW vs ESI
+36.5%
-40.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.4% |
| 7D | +9.3% | +5.5% | +3.8% | +7.3% |
| 30D | +14.4% | -7.8% | +22.1% | +16.9% |
| 3M | +21.4% | -15.0% | +36.4% | +27.3% |
| 6M | +72.8% | -24.9% | +97.7% | +85.9% |
| YTD | +28.0% | +33.2% | -5.2% | +2.9% |
| 1Y | +19.3% | +24.9% | -5.6% | -1.2% |
| 3Y | -15.3% | +77.8% | -93.1% | -43.7% |
| All | -3.7% | +36.5% | -40.2% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling