+66.4%
CME vs CDW
-15.0%
+81.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.8% |
| 7D | +3.9% | +9.3% | -5.4% | +4.3% |
| 30D | +11.3% | +14.4% | -3.0% | +11.9% |
| 3M | +19.6% | +21.4% | -1.9% | +20.5% |
| 6M | +8.1% | +72.8% | -64.7% | +10.8% |
| YTD | +20.4% | +28.0% | -7.6% | +22.2% |
| 1Y | +16.5% | +19.3% | -2.9% | +17.8% |
| 3Y | +66.4% | -15.3% | +81.8% | +70.4% |
| All | +66.4% | -15.0% | +81.5% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling