+322.0%
CDW vs EXPD
+337.7%
-15.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +0.7% |
| 7D | +2.6% | -1.6% | +4.1% | +3.5% |
| 30D | +20.4% | +0.6% | +19.8% | +19.8% |
| 3M | +28.5% | +9.8% | +18.7% | +22.1% |
| 6M | +70.6% | +25.8% | +44.9% | +50.9% |
| YTD | +29.1% | +31.3% | -2.2% | +10.3% |
| 1Y | +23.8% | +40.9% | -17.2% | +1.7% |
| 3Y | -14.5% | +74.7% | -89.2% | -39.6% |
| 5Y | -1.6% | +62.9% | -64.4% | -29.4% |
| 10Y | +322.0% | +334.3% | -12.3% | +68.1% |
| All | +322.0% | +337.7% | -15.7% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling