-18.9%
CDW vs ESI
+72.3%
-91.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -2.1% |
| 7D | +3.2% | +3.3% | -0.1% | +1.9% |
| 30D | +9.3% | -5.9% | +15.2% | +11.6% |
| 3M | +9.8% | -14.1% | +23.9% | +13.9% |
| 6M | +23.3% | +6.6% | +16.8% | +14.0% |
| YTD | +13.7% | +45.0% | -31.4% | -10.0% |
| 1Y | -6.5% | +41.5% | -47.9% | -25.6% |
| 3Y | -25.2% | +78.8% | -104.0% | -48.7% |
| All | -18.9% | +72.3% | -91.2% | -46.1% |
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