+41.0%
EFX vs CDW
+262.5%
-221.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.4% |
| 7D | -9.4% | -4.2% | -5.1% | -7.7% |
| 30D | -6.9% | +4.9% | -11.7% | -9.1% |
| 3M | +0.1% | +7.3% | -7.2% | -4.2% |
| 6M | -17.3% | +19.2% | -36.5% | -26.5% |
| YTD | -21.8% | +6.2% | -28.0% | -26.8% |
| 1Y | -32.5% | -14.0% | -18.5% | -30.8% |
| 3Y | -12.3% | -30.0% | +17.6% | -3.1% |
| 5Y | -36.6% | -23.6% | -13.0% | -33.8% |
| 10Y | +41.0% | +269.4% | -228.3% | -15.5% |
| All | +41.0% | +262.5% | -221.5% | -15.5% |
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