+140.6%
EXE vs CDW
+9.1%
+131.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -6.6% | +2.1% | -8.7% | -7.2% |
| 30D | -4.0% | +14.7% | -18.7% | -7.3% |
| 3M | -7.5% | +11.1% | -18.6% | -10.4% |
| 6M | -11.7% | +45.6% | -57.2% | -21.1% |
| YTD | -22.0% | +17.1% | -39.1% | -27.1% |
| 1Y | -21.8% | +13.2% | -35.0% | -26.2% |
| 3Y | +8.0% | -22.2% | +30.2% | +11.9% |
| 5Y | +62.3% | -10.1% | +72.4% | +52.4% |
| All | +140.6% | +9.1% | +131.6% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling