+179.3%
EXE vs CDW
+0.4%
+178.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.2% | +5.5% | +1.5% |
| 7D | -1.8% | -3.9% | +2.1% | -1.0% |
| 30D | +6.4% | +6.9% | -0.5% | +4.5% |
| 3M | +9.2% | +7.7% | +1.6% | +6.5% |
| 6M | -7.0% | +18.3% | -25.3% | -12.8% |
| YTD | -9.5% | +7.8% | -17.2% | -13.2% |
| 1Y | +6.2% | -12.2% | +18.4% | +8.3% |
| 3Y | +20.7% | -28.9% | +49.7% | +28.4% |
| 5Y | +103.6% | -22.8% | +126.4% | +101.1% |
| All | +179.3% | +0.4% | +178.9% | +146.9% |
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