+985.1%
CDW vs ET
+259.4%
+725.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +9.3% | +2.5% | +6.8% | +8.8% |
| 30D | +14.4% | -2.5% | +16.8% | +14.8% |
| 3M | +21.4% | -4.9% | +26.3% | +22.4% |
| 6M | +72.8% | -0.1% | +72.9% | +72.5% |
| YTD | +28.0% | +26.2% | +1.8% | +22.0% |
| 1Y | +19.3% | +25.2% | -5.8% | +13.9% |
| 3Y | -15.3% | +84.2% | -99.5% | -24.9% |
| 5Y | -3.8% | +216.1% | -219.9% | -22.8% |
| 10Y | +318.5% | +160.7% | +157.9% | +227.0% |
| All | +985.1% | +259.4% | +725.7% | +853.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling