+19.3%
CDW vs EXEL
+60.1%
-40.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.9% |
| 7D | +9.3% | -0.8% | +10.2% | +9.1% |
| 30D | +14.4% | +13.1% | +1.2% | +18.0% |
| 3M | +21.4% | +36.3% | -14.9% | +31.4% |
| 6M | +72.8% | +34.5% | +38.3% | +87.5% |
| YTD | +28.0% | +57.4% | -29.4% | +46.3% |
| 1Y | +19.3% | +62.9% | -43.6% | +36.2% |
| All | +19.3% | +60.1% | -40.8% | +36.2% |
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