+64.5%
ETN vs CDW
-15.0%
+79.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | +3.6% | +9.3% | -5.7% | +1.7% |
| 30D | -13.4% | +14.4% | -27.8% | -16.1% |
| 3M | -21.9% | +21.4% | -43.3% | -25.8% |
| 6M | -12.8% | +72.8% | -85.6% | -27.4% |
| YTD | +12.1% | +28.0% | -15.9% | +1.4% |
| 1Y | +0.8% | +19.3% | -18.5% | -5.3% |
| 3Y | +64.5% | -15.3% | +79.8% | +67.8% |
| All | +64.5% | -15.0% | +79.5% | +67.8% |
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 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