+233.5%
ED vs CDW
+933.5%
-700.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | +1.6% | +2.1% | -0.4% | +1.3% |
| 30D | +13.3% | +14.7% | -1.4% | +11.6% |
| 3M | +9.7% | +11.1% | -1.4% | +8.2% |
| 6M | +12.8% | +45.6% | -32.8% | +7.6% |
| YTD | +22.3% | +17.1% | +5.2% | +18.9% |
| 1Y | +26.3% | +13.2% | +13.1% | +23.1% |
| 3Y | +45.0% | -22.2% | +67.2% | +46.4% |
| 5Y | +80.2% | -10.1% | +90.3% | +75.9% |
| 10Y | +129.9% | +307.0% | -177.1% | +91.5% |
| All | +233.5% | +933.5% | -700.0% | +169.4% |
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