-5.5%
ETN vs CDW
+13.2%
-18.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +12.7% | -22.5% | -9.4% |
| 7D | -10.1% | +3.7% | -13.9% | -9.5% |
| 30D | -18.4% | +26.0% | -44.4% | -18.0% |
| 3M | -20.4% | +10.1% | -30.5% | -20.1% |
| 6M | -16.0% | +26.1% | -42.0% | -15.4% |
| YTD | +11.8% | +25.9% | -14.1% | +12.7% |
| 1Y | -5.5% | +21.5% | -27.0% | -1.3% |
| All | -5.5% | +13.2% | -18.7% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling