-2.6%
EXPE vs CDW
+16.9%
-19.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.9% | -1.7% |
| 7D | -13.3% | +9.3% | -22.6% | -15.3% |
| 30D | -5.5% | +15.8% | -21.3% | -9.3% |
| 3M | -16.5% | +21.8% | -38.2% | -21.2% |
| 6M | +13.1% | +58.8% | -45.7% | -4.5% |
| YTD | -8.0% | +22.8% | -30.8% | -13.4% |
| All | -2.6% | +16.9% | -19.5% | -3.3% |
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