+901.2%
CDW vs EXPD
+493.7%
+407.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.5% | -1.7% | -4.0% |
| 7D | -4.1% | -4.8% | +0.7% | -2.0% |
| 30D | +16.7% | -1.5% | +18.3% | +17.4% |
| 3M | +13.6% | +4.1% | +9.5% | +11.1% |
| 6M | +17.0% | +24.0% | -7.0% | +4.8% |
| YTD | +18.1% | +27.4% | -9.3% | +3.2% |
| 1Y | +10.5% | +38.4% | -27.9% | -7.5% |
| 3Y | -20.9% | +73.2% | -94.1% | -42.7% |
| 5Y | -9.3% | +59.9% | -69.2% | -33.0% |
| 10Y | +310.6% | +319.9% | -9.4% | +87.2% |
| All | +901.2% | +493.7% | +407.5% | +325.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling