+71.0%
CME vs CDW
-10.5%
+81.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.4% |
| 7D | +0.9% | +2.1% | -1.2% | +0.8% |
| 30D | +13.2% | +14.7% | -1.6% | +12.3% |
| 3M | +16.3% | +11.1% | +5.2% | +15.4% |
| 6M | +7.1% | +45.6% | -38.4% | +4.2% |
| YTD | +15.8% | +17.1% | -1.3% | +14.2% |
| 1Y | +17.1% | +13.2% | +3.9% | +15.7% |
| 3Y | +63.2% | -22.2% | +85.4% | +65.8% |
| All | +71.0% | -10.5% | +81.5% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling