+39.5%
EXC vs CDW
-2.4%
+41.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.9% | +9.1% | -11.0% | -2.6% |
| 30D | +7.8% | +13.7% | -5.9% | +6.6% |
| 3M | +1.9% | +27.0% | -25.2% | -0.3% |
| 6M | +3.4% | +75.9% | -72.5% | -2.2% |
| YTD | +7.6% | +28.9% | -21.3% | +4.4% |
| 1Y | +2.1% | +19.6% | -17.5% | 0.0% |
| 3Y | +29.6% | -14.6% | +44.2% | +30.7% |
| 5Y | +39.5% | -3.2% | +42.7% | +30.5% |
| All | +39.5% | -2.4% | +41.9% | +30.5% |
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