+22.7%
EIX vs CDW
-19.1%
+41.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -19.1% | +3.2% | -22.3% | -19.6% |
| 30D | -16.9% | +9.3% | -26.2% | -18.3% |
| 3M | -20.0% | +9.8% | -29.8% | -21.7% |
| 6M | -21.3% | +23.3% | -44.7% | -25.6% |
| YTD | -1.7% | +13.7% | -15.4% | -5.6% |
| 1Y | +9.6% | -6.5% | +16.0% | +10.0% |
| 3Y | -3.7% | -25.2% | +21.6% | -0.8% |
| All | +22.7% | -19.1% | +41.8% | +16.6% |
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 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