+78.4%
ETN vs CDW
-30.1%
+108.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | +3.0% | -7.4% | +10.4% | +5.0% |
| 30D | -10.9% | +5.8% | -16.8% | -12.5% |
| 3M | +9.2% | +10.8% | -1.6% | +4.5% |
| 6M | +13.9% | +21.5% | -7.6% | +1.7% |
| YTD | +29.5% | +6.4% | +23.2% | +22.3% |
| 1Y | +14.2% | -14.8% | +29.0% | +21.0% |
| All | +78.4% | -30.1% | +108.6% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling