+441.5%
ETR vs CDW
+1,039.4%
-597.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.2% |
| 7D | +0.1% | +2.6% | -2.5% | -0.5% |
| 30D | +7.7% | +20.4% | -12.7% | +3.4% |
| 3M | +5.7% | +28.5% | -22.8% | -0.2% |
| 6M | -0.3% | +70.6% | -70.9% | -12.5% |
| YTD | +23.4% | +29.1% | -5.7% | +13.9% |
| 1Y | +18.5% | +23.8% | -5.3% | +10.5% |
| 3Y | +155.6% | -14.5% | +170.0% | +154.2% |
| 5Y | +158.7% | -1.6% | +160.3% | +143.0% |
| 10Y | +377.8% | +322.0% | +55.8% | +239.4% |
| All | +441.5% | +1,039.4% | -597.9% | +261.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling