-31.5%
ELAN vs CDW
-23.8%
-7.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -6.4% | -7.4% | +1.0% | -4.0% |
| 30D | +0.6% | +5.8% | -5.3% | -1.8% |
| 3M | 0.0% | +10.8% | -10.9% | -4.9% |
| 6M | -3.4% | +21.5% | -24.9% | -15.4% |
| YTD | +1.0% | +6.4% | -5.3% | -5.9% |
| 1Y | +24.7% | -14.8% | +39.5% | +29.4% |
| 3Y | +97.2% | -29.9% | +127.1% | +115.6% |
| 5Y | -31.5% | -22.9% | -8.7% | -32.3% |
| All | -31.5% | -23.8% | -7.7% | -32.3% |
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