+503.1%
ELV vs CDW
+903.1%
-400.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | +3.3% | +3.2% | +0.1% | +2.3% |
| 30D | +4.2% | +9.3% | -5.1% | +1.0% |
| 3M | -0.1% | +9.8% | -9.9% | -4.0% |
| 6M | +41.3% | +23.3% | +17.9% | +28.2% |
| YTD | +17.4% | +13.7% | +3.8% | +9.0% |
| 1Y | +35.1% | -6.5% | +41.5% | +33.5% |
| 3Y | -3.2% | -25.2% | +22.0% | +0.6% |
| 5Y | +15.6% | -19.5% | +35.1% | +13.8% |
| 10Y | +276.8% | +285.8% | -9.0% | +108.8% |
| All | +503.1% | +903.1% | -400.0% | +196.8% |
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