+106.6%
EXE vs CDW
-19.1%
+125.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -0.3% | +3.2% | -3.4% | -1.0% |
| 30D | +8.5% | +9.3% | -0.8% | +6.1% |
| 3M | +5.5% | +9.8% | -4.3% | +2.6% |
| 6M | -5.9% | +23.3% | -29.2% | -12.3% |
| YTD | -9.7% | +13.7% | -23.4% | -14.3% |
| 1Y | +3.6% | -6.5% | +10.1% | +4.1% |
| 3Y | +18.0% | -25.2% | +43.3% | +24.1% |
| All | +106.6% | -19.1% | +125.8% | +100.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling