+242.4%
EFX vs CDW
+903.1%
-660.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -6.0% |
| 7D | -8.6% | +3.2% | -11.8% | -9.8% |
| 30D | +0.1% | +9.3% | -9.2% | -3.9% |
| 3M | +3.8% | +9.8% | -6.0% | -1.3% |
| 6M | -13.5% | +23.3% | -36.9% | -23.5% |
| YTD | -17.7% | +13.7% | -31.3% | -24.6% |
| 1Y | -25.6% | -6.5% | -19.1% | -26.4% |
| 3Y | -12.1% | -25.2% | +13.1% | -5.9% |
| 5Y | -33.8% | -19.5% | -14.3% | -32.2% |
| 10Y | +45.1% | +285.8% | -240.7% | -14.7% |
| All | +242.4% | +903.1% | -660.7% | +71.6% |
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