+201.8%
ED vs CDW
+903.1%
-701.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -0.2% | +3.2% | -3.4% | -0.5% |
| 30D | -0.1% | +9.3% | -9.4% | -1.1% |
| 3M | +3.9% | +9.8% | -5.9% | +2.6% |
| 6M | -3.0% | +23.3% | -26.4% | -6.0% |
| YTD | +10.7% | +13.7% | -3.0% | +8.1% |
| 1Y | +13.3% | -6.5% | +19.8% | +13.2% |
| 3Y | +34.5% | -25.2% | +59.7% | +36.7% |
| 5Y | +67.1% | -19.5% | +86.6% | +65.9% |
| 10Y | +103.0% | +285.8% | -182.8% | +70.4% |
| All | +201.8% | +903.1% | -701.3% | +145.1% |
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 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