+985.1%
CDW vs EME
+1,646.9%
-661.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | +9.3% | +8.4% | +1.0% | +6.1% |
| 30D | +14.4% | -11.5% | +25.8% | +18.7% |
| 3M | +21.4% | -20.6% | +42.0% | +30.6% |
| 6M | +72.8% | -28.5% | +101.3% | +90.3% |
| YTD | +28.0% | +8.0% | +20.0% | +15.5% |
| 1Y | +19.3% | +6.8% | +12.6% | +8.0% |
| 3Y | -15.3% | +213.9% | -229.2% | -57.8% |
| 5Y | -3.8% | +414.8% | -418.6% | -63.5% |
| 10Y | +318.5% | +916.9% | -598.4% | +6.7% |
| All | +985.1% | +1,646.9% | -661.8% | +124.9% |
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