+863.2%
CDW vs EME
+1,897.0%
-1,033.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.7% |
| 7D | +3.2% | +1.9% | +1.3% | +2.4% |
| 30D | +9.3% | -8.3% | +17.6% | +12.6% |
| 3M | +9.8% | -10.7% | +20.5% | +12.3% |
| 6M | +23.3% | +1.9% | +21.4% | +17.9% |
| YTD | +13.7% | +23.5% | -9.8% | -1.3% |
| 1Y | -6.5% | +18.0% | -24.4% | -18.6% |
| 3Y | -25.2% | +236.1% | -261.3% | -63.0% |
| 5Y | -19.5% | +527.9% | -547.4% | -71.7% |
| 10Y | +285.8% | +1,252.8% | -967.0% | -11.0% |
| All | +863.2% | +1,897.0% | -1,033.7% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling