+299.5%
CME vs CDW
+325.6%
-26.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.8% | -5.3% | -1.4% |
| 7D | -0.6% | +9.3% | -9.9% | -2.4% |
| 30D | +8.5% | +15.8% | -7.2% | +5.1% |
| 3M | +16.0% | +21.8% | -5.7% | +10.9% |
| 6M | +9.3% | +58.8% | -49.4% | -2.5% |
| YTD | +15.3% | +22.8% | -7.5% | +7.7% |
| 1Y | +14.4% | +17.9% | -3.5% | +7.8% |
| 3Y | +59.9% | -17.4% | +77.3% | +59.9% |
| 5Y | +69.4% | -5.7% | +75.2% | +58.2% |
| 10Y | +299.5% | +319.5% | -20.0% | +158.2% |
| All | +299.5% | +325.6% | -26.1% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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