-3.7%
CDW vs ET
+215.7%
-219.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +9.3% | +2.5% | +6.8% | +8.2% |
| 30D | +14.4% | -2.5% | +16.8% | +15.2% |
| 3M | +21.4% | -4.9% | +26.3% | +23.5% |
| 6M | +72.8% | -0.1% | +72.9% | +71.8% |
| YTD | +28.0% | +26.2% | +1.8% | +15.1% |
| 1Y | +19.3% | +25.2% | -5.8% | +7.5% |
| 3Y | -15.3% | +84.2% | -99.5% | -35.1% |
| All | -3.7% | +215.7% | -219.4% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling