+231.4%
EXC vs CDW
+1,039.4%
-808.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.3% |
| 7D | -1.4% | +2.6% | -3.9% | -2.0% |
| 30D | +8.3% | +20.4% | -12.1% | +3.6% |
| 3M | +2.6% | +28.5% | -25.9% | -3.8% |
| 6M | +5.2% | +70.6% | -65.4% | -8.8% |
| YTD | +7.5% | +29.1% | -21.6% | -1.6% |
| 1Y | +3.2% | +23.8% | -20.6% | -4.6% |
| 3Y | +29.5% | -14.5% | +44.0% | +28.3% |
| 5Y | +39.7% | -1.6% | +41.2% | +29.2% |
| 10Y | +200.1% | +322.0% | -121.9% | +95.2% |
| All | +231.4% | +1,039.4% | -808.0% | +94.8% |
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 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