+3.6%
EXE vs CDW
-5.0%
+8.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -0.3% | +3.2% | -3.4% | -0.4% |
| 30D | +8.5% | +9.3% | -0.8% | +8.1% |
| 3M | +5.5% | +9.8% | -4.3% | +5.1% |
| 6M | -5.9% | +23.3% | -29.2% | -6.4% |
| YTD | -9.7% | +13.7% | -23.4% | -10.2% |
| 1Y | +3.6% | -6.5% | +10.1% | +5.5% |
| All | +3.6% | -5.0% | +8.6% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling