+699.6%
CDW vs ESI
+182.6%
+517.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.4% |
| 7D | +2.1% | -8.5% | +10.6% | +4.4% |
| 30D | +14.7% | -15.7% | +30.4% | +19.6% |
| 3M | +11.1% | -18.2% | +29.4% | +16.5% |
| 6M | +45.6% | -28.8% | +74.4% | +56.1% |
| YTD | +17.1% | +26.3% | -9.2% | +4.9% |
| 1Y | +13.2% | +18.2% | -5.1% | +3.2% |
| 3Y | -22.2% | +68.1% | -90.3% | -36.5% |
| 5Y | -10.1% | +28.8% | -38.9% | -22.3% |
| 10Y | +307.0% | +329.8% | -22.9% | +164.4% |
| All | +699.6% | +182.6% | +517.0% | +490.7% |
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