+75.9%
CDW vs ESI
-24.7%
+100.6%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | -0.2% |
| 7D | +9.1% | +8.3% | +0.8% | +9.2% |
| 30D | +13.7% | -10.4% | +24.1% | +13.1% |
| 3M | +27.0% | -13.2% | +40.2% | +25.7% |
| 6M | +75.9% | -23.9% | +99.7% | +71.8% |
| All | +75.9% | -24.7% | +100.6% | +71.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling