+79.7%
EFX vs CDW
+312.7%
-233.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -0.8% | +9.3% | -10.1% | -4.5% |
| 30D | +25.1% | +14.4% | +10.8% | +17.4% |
| 3M | +1.7% | +21.4% | -19.8% | -7.7% |
| 6M | +18.4% | +72.8% | -54.4% | -9.4% |
| YTD | -12.5% | +28.0% | -40.5% | -25.1% |
| 1Y | -8.1% | +19.3% | -27.4% | -18.7% |
| 3Y | +4.8% | -15.3% | +20.1% | +5.8% |
| 5Y | -30.1% | -3.8% | -26.3% | -34.3% |
| All | +79.7% | +312.7% | -233.0% | +3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling