+37.6%
EQT vs CDW
+851.1%
-813.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | +1.4% |
| 7D | -0.8% | -3.9% | +3.0% | +0.2% |
| 30D | +6.6% | +6.9% | -0.3% | +4.3% |
| 3M | +4.4% | +7.7% | -3.3% | +1.1% |
| 6M | -10.5% | +18.3% | -28.8% | -17.1% |
| YTD | +3.7% | +7.8% | -4.0% | -1.7% |
| 1Y | +9.9% | -12.2% | +22.0% | +10.8% |
| 3Y | +35.4% | -28.9% | +64.3% | +43.2% |
| 5Y | +189.2% | -22.8% | +212.0% | +192.8% |
| 10Y | +50.7% | +266.1% | -215.4% | -7.8% |
| All | +37.6% | +851.1% | -813.5% | -33.5% |
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