+110.7%
EIX vs CDW
+933.5%
-822.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | +1.0% | +2.1% | -1.1% | +0.3% |
| 30D | +9.1% | +14.7% | -5.6% | +5.4% |
| 3M | -10.2% | +11.1% | -21.4% | -13.4% |
| 6M | -11.2% | +45.6% | -56.8% | -20.9% |
| YTD | +4.5% | +17.1% | -12.6% | -2.8% |
| 1Y | +10.9% | +13.2% | -2.3% | +4.0% |
| 3Y | +8.4% | -22.2% | +30.6% | +10.2% |
| 5Y | +18.0% | -10.1% | +28.1% | +12.6% |
| 10Y | +30.3% | +307.0% | -276.7% | -7.2% |
| All | +110.7% | +933.5% | -822.9% | +46.7% |
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 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