-23.5%
EXE vs CDW
+16.9%
-40.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.8% | -3.2% | +1.4% |
| 7D | -3.9% | +9.3% | -13.2% | -4.1% |
| 30D | -2.6% | +15.8% | -18.3% | -3.1% |
| 3M | -6.9% | +21.8% | -28.6% | -7.6% |
| 6M | -9.3% | +58.8% | -68.1% | -11.2% |
| YTD | -20.7% | +22.8% | -43.5% | -22.1% |
| All | -23.5% | +16.9% | -40.4% | -24.4% |
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