-1.4%
EXPE vs CDW
+23.0%
-24.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.6% |
| 7D | -17.8% | +2.6% | -20.3% | -18.3% |
| 30D | -3.2% | +20.4% | -23.6% | -8.4% |
| 3M | -19.0% | +28.5% | -47.4% | -25.0% |
| 6M | +17.7% | +70.6% | -52.9% | -3.1% |
| YTD | -7.8% | +29.1% | -36.9% | -14.6% |
| 1Y | -1.4% | +23.8% | -25.1% | -4.7% |
| All | -1.4% | +23.0% | -24.4% | -4.7% |
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