+153.4%
EXE vs CDW
+19.2%
+134.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +5.3% | +9.3% | -4.0% | +3.3% |
| 30D | -2.2% | +14.4% | -16.6% | -5.4% |
| 3M | -5.9% | +21.4% | -27.3% | -10.6% |
| 6M | -5.7% | +72.8% | -78.5% | -19.2% |
| YTD | -17.8% | +28.0% | -45.9% | -24.6% |
| 1Y | -23.1% | +19.3% | -42.5% | -27.9% |
| 3Y | +21.2% | -15.3% | +36.5% | +23.4% |
| 5Y | +78.8% | -3.8% | +82.6% | +66.2% |
| All | +153.4% | +19.2% | +134.2% | +114.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling