-35.6%
ELAN vs CDW
+90.9%
-126.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.8% | -6.5% | -1.7% |
| 7D | -5.4% | +0.9% | -6.4% | -5.9% |
| 30D | +4.7% | +13.1% | -8.4% | -0.8% |
| 3M | -3.7% | +19.7% | -23.3% | -11.8% |
| 6M | -1.2% | +30.7% | -31.9% | -16.5% |
| YTD | +2.4% | +14.7% | -12.3% | -8.3% |
| 1Y | +23.4% | -5.3% | +28.7% | +20.4% |
| 3Y | +96.7% | -23.8% | +120.5% | +108.0% |
| 5Y | -30.6% | -16.8% | -13.8% | -31.0% |
| All | -35.6% | +90.9% | -126.5% | -55.4% |
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 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