+7.3%
ELV vs CDW
-1.8%
+9.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.4% |
| 7D | -1.1% | +2.6% | -3.6% | -1.5% |
| 30D | +1.8% | +20.4% | -18.6% | -1.4% |
| 3M | +10.5% | +28.5% | -18.0% | +5.7% |
| 6M | +13.5% | +70.6% | -57.2% | +2.5% |
| YTD | +24.3% | +29.1% | -4.8% | +16.8% |
| 1Y | +38.9% | +23.8% | +15.2% | +31.8% |
| 3Y | -1.5% | -14.5% | +13.0% | 0.0% |
| 5Y | +7.3% | -1.6% | +8.9% | +0.2% |
| All | +7.3% | -1.8% | +9.0% | +0.2% |
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