+17.2%
CDW vs EXEL
+74.8%
-57.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.1% | +1.7% | +5.4% |
| 7D | +9.3% | +2.3% | +7.0% | +9.8% |
| 30D | +15.8% | +19.8% | -4.1% | +20.7% |
| 3M | +21.8% | +32.7% | -10.9% | +30.1% |
| 6M | +58.8% | +49.0% | +9.8% | +76.4% |
| YTD | +22.8% | +63.7% | -40.9% | +40.5% |
| All | +17.2% | +74.8% | -57.6% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling