+440.2%
ETR vs CDW
+1,014.9%
-574.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.6% |
| 7D | +2.6% | +13.1% | -10.5% | -0.1% |
| 30D | +8.7% | +19.1% | -10.5% | +4.6% |
| 3M | +6.4% | +24.7% | -18.4% | +1.0% |
| 6M | +0.7% | +63.4% | -62.6% | -10.8% |
| YTD | +23.0% | +26.3% | -3.3% | +14.2% |
| 1Y | +17.9% | +20.6% | -2.7% | +10.5% |
| 3Y | +154.9% | -16.3% | +171.2% | +154.7% |
| 5Y | +157.3% | -3.9% | +161.2% | +142.9% |
| 10Y | +373.4% | +331.5% | +41.8% | +236.1% |
| All | +440.2% | +1,014.9% | -574.7% | +262.1% |
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 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