+265.0%
CDW vs ET
+179.3%
+85.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -7.4% | +1.4% | -8.7% | -7.8% |
| 30D | +5.8% | +4.6% | +1.3% | +4.2% |
| 3M | +10.8% | +16.0% | -5.2% | +5.4% |
| 6M | +21.5% | +22.8% | -1.3% | +13.6% |
| YTD | +6.4% | +38.9% | -32.5% | -4.6% |
| 1Y | -14.8% | +34.1% | -48.9% | -22.7% |
| 3Y | -29.9% | +98.8% | -128.7% | -44.1% |
| 5Y | -22.9% | +246.8% | -269.7% | -48.6% |
| All | +265.0% | +179.3% | +85.7% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling