+34.9%
EIX vs CDW
+329.0%
-294.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.6% |
| 7D | +1.0% | +13.1% | -12.1% | -2.3% |
| 30D | +8.9% | +19.1% | -10.3% | +3.8% |
| 3M | -9.8% | +24.7% | -34.5% | -15.8% |
| 6M | -10.2% | +63.4% | -73.6% | -23.4% |
| YTD | +5.9% | +26.3% | -20.4% | -4.2% |
| 1Y | +10.9% | +20.6% | -9.7% | +1.7% |
| 3Y | +10.2% | -16.3% | +26.5% | +10.3% |
| 5Y | +17.0% | -3.9% | +21.0% | +8.8% |
| All | +34.9% | +329.0% | -294.1% | -5.7% |
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