+863.2%
CDW vs EXPD
+493.5%
+369.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | +3.2% | -1.1% | +4.3% | +3.7% |
| 30D | +9.3% | +4.1% | +5.2% | +7.1% |
| 3M | +9.8% | +17.9% | -8.1% | +1.0% |
| 6M | +23.3% | +29.2% | -5.9% | +8.1% |
| YTD | +13.7% | +27.4% | -13.7% | -0.4% |
| 1Y | -6.5% | +56.8% | -63.3% | -27.1% |
| 3Y | -25.2% | +68.0% | -93.3% | -44.9% |
| 5Y | -19.5% | +61.9% | -81.4% | -41.1% |
| 10Y | +285.8% | +316.0% | -30.2% | +76.9% |
| All | +863.2% | +493.5% | +369.8% | +310.5% |
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