+178.5%
EXE vs CDW
+5.8%
+172.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.0% |
| 3M | +5.5% | +9.8% | -4.3% | +2.4% |
| 6M | -5.9% | +23.3% | -29.2% | -12.6% |
| YTD | -9.7% | +13.7% | -23.4% | -14.5% |
| 1Y | +3.6% | -6.5% | +10.1% | +4.0% |
| 3Y | +18.0% | -25.2% | +43.3% | +24.2% |
| 5Y | +109.4% | -19.5% | +128.9% | +105.3% |
| All | +178.5% | +5.8% | +172.6% | +143.4% |
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 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