-22.2%
CDW vs EXEL
+231.1%
-253.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -0.9% |
| 7D | +2.1% | +0.3% | +1.8% | +2.1% |
| 30D | +14.7% | +19.0% | -4.3% | +15.1% |
| 3M | +11.1% | +33.3% | -22.2% | +11.6% |
| 6M | +45.6% | +42.9% | +2.7% | +46.2% |
| YTD | +17.1% | +58.7% | -41.6% | +17.3% |
| 1Y | +13.2% | +70.5% | -57.3% | +12.7% |
| 3Y | -22.2% | +233.8% | -256.0% | -25.4% |
| All | -22.2% | +231.1% | -253.3% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling