-21.5%
CDW vs EXPD
+72.7%
-94.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.5% | -1.7% | -4.6% |
| 7D | -4.1% | -4.8% | +0.7% | -2.7% |
| 30D | +16.7% | -1.5% | +18.3% | +17.1% |
| 3M | +13.6% | +4.1% | +9.5% | +11.8% |
| 6M | +17.0% | +24.0% | -7.0% | +8.5% |
| YTD | +18.1% | +27.4% | -9.3% | +8.1% |
| 1Y | +10.5% | +38.4% | -27.9% | -1.8% |
| All | -21.5% | +72.7% | -94.2% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling