+50.0%
EXPE vs CDW
+13.2%
+36.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +12.7% | -2.1% | +6.7% |
| 7D | +14.6% | +3.7% | +10.9% | +13.0% |
| 30D | +21.4% | +26.0% | -4.6% | +13.6% |
| 3M | +1.4% | +10.1% | -8.7% | -1.9% |
| 6M | +28.6% | +26.1% | +2.5% | +17.1% |
| YTD | +12.1% | +25.9% | -13.7% | +4.2% |
| 1Y | +50.0% | +21.5% | +28.5% | +44.4% |
| All | +50.0% | +13.2% | +36.8% | +44.4% |
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