-32.0%
EFX vs CDW
-5.0%
-27.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.8% | -5.5% | -2.7% |
| 7D | -2.2% | +9.3% | -11.5% | -6.3% |
| 30D | +29.2% | +15.8% | +13.4% | +20.3% |
| 3M | +3.5% | +21.8% | -18.3% | -6.4% |
| 6M | +7.8% | +58.8% | -51.0% | -15.6% |
| YTD | -12.4% | +22.8% | -35.2% | -24.2% |
| 1Y | -8.2% | +17.9% | -26.2% | -18.9% |
| 3Y | +4.7% | -17.4% | +22.1% | +7.5% |
| 5Y | -32.0% | -5.7% | -26.3% | -38.4% |
| All | -32.0% | -5.0% | -27.0% | -38.4% |
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 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