+78.2%
ECL vs CDW
-15.0%
+93.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | +2.9% | +9.3% | -6.5% | +1.9% |
| 30D | +7.5% | +14.4% | -6.9% | +5.9% |
| 3M | +12.2% | +21.4% | -9.2% | +9.8% |
| 6M | +24.6% | +72.8% | -48.2% | +16.2% |
| YTD | +18.8% | +28.0% | -9.3% | +14.2% |
| 1Y | +19.3% | +19.3% | 0.0% | +16.2% |
| 3Y | +78.2% | -15.3% | +93.5% | +74.7% |
| All | +78.2% | -15.0% | +93.2% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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