+81.2%
EQX vs CDW
-23.8%
+105.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.2% | -5.2% | -5.1% |
| 7D | -7.0% | -7.4% | +0.3% | -6.5% |
| 30D | +4.8% | +5.8% | -1.0% | +4.4% |
| 3M | +25.6% | +10.8% | +14.8% | +24.0% |
| 6M | -25.8% | +21.5% | -47.3% | -28.4% |
| YTD | -12.7% | +6.4% | -19.1% | -14.1% |
| 1Y | +14.1% | -14.8% | +28.9% | +16.6% |
| 3Y | +165.7% | -29.9% | +195.6% | +177.0% |
| 5Y | +81.2% | -22.9% | +104.1% | +64.8% |
| All | +81.2% | -23.8% | +105.0% | +64.8% |
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 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