+16.4%
ELV vs CDW
-22.8%
+39.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.2% | +3.8% | -0.5% |
| 7D | -0.3% | -3.9% | +3.6% | +0.3% |
| 30D | +2.0% | +6.9% | -4.9% | +0.7% |
| 3M | -3.5% | +7.7% | -11.2% | -5.2% |
| 6M | +40.2% | +18.3% | +21.9% | +33.7% |
| YTD | +15.8% | +7.8% | +8.1% | +12.3% |
| 1Y | +33.2% | -12.2% | +45.3% | +34.8% |
| 3Y | -6.2% | -28.9% | +22.7% | -1.7% |
| 5Y | +16.4% | -22.8% | +39.2% | +16.6% |
| All | +16.4% | -22.8% | +39.2% | +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