+305.4%
ECL vs CDW
+933.5%
-628.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -0.8% | +2.1% | -2.8% | -1.7% |
| 30D | +8.1% | +14.7% | -6.6% | +2.7% |
| 3M | +6.4% | +11.1% | -4.8% | +1.2% |
| 6M | +14.8% | +45.6% | -30.8% | -2.8% |
| YTD | +15.5% | +17.1% | -1.6% | +3.8% |
| 1Y | +20.1% | +13.2% | +6.9% | +9.3% |
| 3Y | +77.8% | -22.2% | +99.9% | +81.3% |
| 5Y | +37.9% | -10.1% | +48.0% | +29.6% |
| 10Y | +202.7% | +307.0% | -104.3% | +65.2% |
| All | +305.4% | +933.5% | -628.1% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling