+371.2%
EXPE vs CDW
+1,037.5%
-666.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -4.2% | +9.1% | -13.3% | -8.7% |
| 30D | -4.5% | +13.7% | -18.2% | -10.9% |
| 3M | -19.7% | +27.0% | -46.7% | -30.4% |
| 6M | +18.3% | +75.9% | -57.6% | -16.7% |
| YTD | -7.3% | +28.9% | -36.2% | -23.9% |
| 1Y | -3.9% | +19.6% | -23.5% | -17.4% |
| 3Y | +123.0% | -14.6% | +137.6% | +125.1% |
| 5Y | +47.9% | -3.2% | +51.1% | +36.8% |
| 10Y | +126.5% | +321.3% | -194.8% | +4.7% |
| All | +371.2% | +1,037.5% | -666.2% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling