+322.0%
CDW vs EME
+948.4%
-626.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | +1.0% |
| 7D | +2.6% | +4.3% | -1.7% | +1.0% |
| 30D | +20.4% | -14.4% | +34.8% | +26.5% |
| 3M | +28.5% | -18.3% | +46.8% | +36.7% |
| 6M | +70.6% | -28.3% | +99.0% | +88.0% |
| YTD | +29.1% | +9.2% | +19.9% | +15.6% |
| 1Y | +23.8% | +4.3% | +19.5% | +13.0% |
| 3Y | -14.5% | +218.6% | -233.1% | -58.9% |
| 5Y | -1.6% | +421.0% | -422.6% | -64.7% |
| 10Y | +322.0% | +928.3% | -606.3% | -1.0% |
| All | +322.0% | +948.4% | -626.4% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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