+266.1%
CDW vs EXEL
+380.2%
-114.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.3% | -2.9% | -4.9% |
| 7D | -3.9% | +1.4% | -5.2% | -4.1% |
| 30D | +6.9% | +6.7% | +0.2% | +5.9% |
| 3M | +7.7% | +11.5% | -3.8% | +5.8% |
| 6M | +18.3% | +38.8% | -20.5% | +11.7% |
| YTD | +7.8% | +31.6% | -23.8% | +2.3% |
| 1Y | -12.2% | +53.0% | -65.2% | -19.0% |
| 3Y | -28.9% | +160.8% | -189.8% | -41.7% |
| 5Y | -22.8% | +190.1% | -212.9% | -38.7% |
| 10Y | +266.1% | +367.0% | -100.9% | +171.3% |
| All | +266.1% | +380.2% | -114.1% | +171.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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