+780.0%
CDW vs ESI
+200.4%
+579.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | +0.4% |
| 7D | +9.1% | +8.3% | +0.8% | +6.8% |
| 30D | +13.7% | -10.4% | +24.1% | +16.6% |
| 3M | +27.0% | -13.2% | +40.2% | +31.0% |
| 6M | +75.9% | -23.9% | +99.7% | +85.4% |
| YTD | +28.9% | +34.2% | -5.3% | +13.6% |
| 1Y | +19.6% | +22.2% | -2.6% | +8.2% |
| 3Y | -14.6% | +79.2% | -93.8% | -31.5% |
| 5Y | -3.2% | +38.1% | -41.3% | -17.8% |
| 10Y | +321.3% | +323.6% | -2.3% | +171.8% |
| All | +780.0% | +200.4% | +579.7% | +539.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling