-28.9%
CDW vs EME
+249.1%
-278.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.5% | -7.7% | -5.6% |
| 7D | -3.9% | +5.2% | -9.0% | -4.7% |
| 30D | +6.9% | -5.4% | +12.2% | +7.8% |
| 3M | +7.7% | -6.1% | +13.8% | +8.3% |
| 6M | +18.3% | +9.7% | +8.7% | +13.4% |
| YTD | +7.8% | +26.6% | -18.8% | -1.7% |
| 1Y | -12.2% | +24.6% | -36.8% | -20.7% |
| 3Y | -28.9% | +249.6% | -278.5% | -54.5% |
| All | -28.9% | +249.1% | -278.1% | -54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling