+892.4%
CDW vs EXEL
+1,439.2%
-546.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.0% |
| 7D | +2.1% | +0.3% | +1.8% | +2.1% |
| 30D | +14.7% | +19.0% | -4.3% | +12.8% |
| 3M | +11.1% | +33.3% | -22.2% | +7.9% |
| 6M | +45.6% | +42.9% | +2.7% | +40.1% |
| YTD | +17.1% | +58.7% | -41.6% | +11.0% |
| 1Y | +13.2% | +70.5% | -57.3% | +6.4% |
| 3Y | -22.2% | +233.8% | -256.0% | -33.0% |
| 5Y | -10.1% | +259.3% | -269.5% | -23.8% |
| 10Y | +307.0% | +484.1% | -177.2% | +226.9% |
| All | +892.4% | +1,439.2% | -546.7% | +628.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling