+238.8%
EQX vs CDW
+113.2%
+125.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.8% | -6.2% | +1.0% |
| 7D | -3.2% | +0.9% | -4.1% | -3.3% |
| 30D | +7.8% | +13.1% | -5.3% | +6.7% |
| 3M | +21.3% | +19.7% | +1.7% | +19.0% |
| 6M | -22.4% | +30.7% | -53.1% | -25.2% |
| YTD | -11.3% | +14.7% | -26.0% | -13.2% |
| 1Y | +13.5% | -5.3% | +18.8% | +13.8% |
| 3Y | +162.1% | -23.8% | +186.0% | +167.6% |
| 5Y | +84.2% | -16.8% | +101.0% | +82.1% |
| All | +238.8% | +113.2% | +125.6% | +334.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling