+129.3%
EXPE vs CDW
+316.1%
-186.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.1% |
| 7D | -17.8% | +2.6% | -20.3% | -18.7% |
| 30D | -3.2% | +20.4% | -23.6% | -12.9% |
| 3M | -19.0% | +28.5% | -47.4% | -30.7% |
| 6M | +17.7% | +70.6% | -52.9% | -17.3% |
| YTD | -7.8% | +29.1% | -36.9% | -25.2% |
| 1Y | -1.4% | +23.8% | -25.1% | -17.7% |
| 3Y | +121.9% | -14.5% | +136.4% | +123.8% |
| 5Y | +44.3% | -1.6% | +45.8% | +30.3% |
| All | +129.3% | +316.1% | -186.8% | +14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling