+115.5%
EXPE vs CDW
+303.2%
-187.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.4% |
| 7D | -9.3% | +2.1% | -11.4% | -10.0% |
| 30D | +0.1% | +14.7% | -14.6% | -7.1% |
| 3M | -15.3% | +11.1% | -26.4% | -21.3% |
| 6M | +5.5% | +45.6% | -40.1% | -18.3% |
| YTD | -8.0% | +17.1% | -25.1% | -20.9% |
| 1Y | +18.9% | +13.2% | +5.7% | +4.7% |
| 3Y | +135.5% | -22.2% | +157.7% | +150.7% |
| 5Y | +44.3% | -10.1% | +54.4% | +37.5% |
| All | +115.5% | +303.2% | -187.7% | +23.4% |
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 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