-3.9%
CDW vs EME
+398.3%
-402.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.2% |
| 7D | +13.1% | -8.8% | +21.8% | +15.1% |
| 30D | +19.1% | -18.2% | +37.3% | +24.5% |
| 3M | +24.7% | -20.2% | +44.9% | +30.8% |
| 6M | +63.4% | -29.9% | +93.3% | +76.6% |
| YTD | +26.3% | +5.7% | +20.6% | +16.2% |
| 1Y | +20.6% | -1.5% | +22.0% | +13.7% |
| 3Y | -16.3% | +208.4% | -224.8% | -57.3% |
| 5Y | -3.9% | +401.9% | -405.8% | -64.7% |
| All | -3.9% | +398.3% | -402.2% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling