+863.2%
CDW vs EXEL
+1,205.5%
-342.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +3.2% | +8.4% | -5.2% | +2.4% |
| 30D | +9.3% | +4.1% | +5.2% | +8.8% |
| 3M | +9.8% | +12.4% | -2.6% | +8.4% |
| 6M | +23.3% | +41.5% | -18.2% | +18.4% |
| YTD | +13.7% | +34.6% | -21.0% | +9.5% |
| 1Y | -6.5% | +57.9% | -64.3% | -11.6% |
| 3Y | -25.2% | +159.5% | -184.7% | -34.0% |
| 5Y | -19.5% | +198.5% | -218.0% | -30.5% |
| 10Y | +285.8% | +411.4% | -125.5% | +214.0% |
| All | +863.2% | +1,205.5% | -342.3% | +618.7% |
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