+174.8%
EXPE vs CDW
+282.8%
-108.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.1% |
| 7D | -9.5% | +3.2% | -12.7% | -11.2% |
| 30D | -6.6% | +9.3% | -15.9% | -12.1% |
| 3M | +31.4% | +9.8% | +21.6% | +22.0% |
| 6M | +35.2% | +23.3% | +11.8% | +13.3% |
| YTD | +5.8% | +13.7% | -7.8% | -7.2% |
| 1Y | +38.7% | -6.5% | +45.1% | +36.6% |
| 3Y | +175.8% | -25.2% | +201.0% | +201.6% |
| 5Y | +111.8% | -19.5% | +131.3% | +115.9% |
| All | +174.8% | +282.8% | -108.1% | +55.0% |
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