+190.8%
EQT vs CDW
-17.6%
+208.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.8% | -9.5% | -3.6% |
| 7D | -2.0% | +0.9% | -2.9% | -2.4% |
| 30D | 0.0% | +13.1% | -13.0% | -3.5% |
| 3M | +5.9% | +19.7% | -13.7% | 0.0% |
| 6M | -14.8% | +30.7% | -45.5% | -23.2% |
| YTD | +1.8% | +14.7% | -12.9% | -4.7% |
| 1Y | +7.4% | -5.3% | +12.7% | +7.5% |
| 3Y | +33.6% | -23.8% | +57.5% | +40.4% |
| All | +190.8% | -17.6% | +208.4% | +186.9% |
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