+319.5%
CDW vs EXEL
+445.6%
-126.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.1% | +1.7% | +4.4% |
| 7D | +9.3% | +2.3% | +7.0% | +9.0% |
| 30D | +15.8% | +19.8% | -4.1% | +12.6% |
| 3M | +21.8% | +32.7% | -10.9% | +16.6% |
| 6M | +58.8% | +49.0% | +9.8% | +48.7% |
| YTD | +22.8% | +63.7% | -40.9% | +12.3% |
| 1Y | +17.9% | +75.8% | -57.9% | +6.4% |
| 3Y | -17.4% | +241.3% | -258.7% | -35.9% |
| 5Y | -5.7% | +289.0% | -294.8% | -29.8% |
| 10Y | +319.5% | +377.6% | -58.1% | +190.6% |
| All | +319.5% | +445.6% | -126.1% | +190.6% |
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