+30.0%
ECL vs CDW
-19.1%
+49.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -2.6% | +3.2% | -5.8% | -3.4% |
| 30D | -2.2% | +9.3% | -11.5% | -4.6% |
| 3M | +10.1% | +9.8% | +0.3% | +6.6% |
| 6M | -5.7% | +23.3% | -29.1% | -13.6% |
| YTD | +7.0% | +13.7% | -6.7% | +0.4% |
| 1Y | +2.7% | -6.5% | +9.1% | +2.9% |
| 3Y | +57.7% | -25.2% | +83.0% | +65.7% |
| All | +30.0% | -19.1% | +49.1% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling