+70.3%
ED vs CDW
-19.1%
+89.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | -0.2% | +3.2% | -3.4% | -0.3% |
| 30D | -0.1% | +9.3% | -9.4% | -0.4% |
| 3M | +3.9% | +9.8% | -5.9% | +3.5% |
| 6M | -3.0% | +23.3% | -26.4% | -4.0% |
| YTD | +10.7% | +13.7% | -3.0% | +9.9% |
| 1Y | +13.3% | -6.5% | +19.8% | +13.9% |
| 3Y | +34.5% | -25.2% | +59.7% | +36.8% |
| All | +70.3% | -19.1% | +89.4% | +66.1% |
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