+125.2%
ETR vs CDW
-22.8%
+147.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.4% | +1.7% |
| 7D | +1.4% | -3.9% | +5.3% | +1.8% |
| 30D | +1.9% | +6.9% | -5.0% | +1.0% |
| 3M | +1.0% | +7.7% | -6.7% | -0.2% |
| 6M | +4.8% | +18.3% | -13.5% | +1.6% |
| YTD | +19.5% | +7.8% | +11.8% | +17.3% |
| 1Y | +28.1% | -12.2% | +40.3% | +29.8% |
| 3Y | +151.1% | -28.9% | +180.1% | +157.7% |
| 5Y | +125.2% | -22.8% | +147.9% | +108.4% |
| All | +125.2% | -22.8% | +147.9% | +108.4% |
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