+79.1%
CME vs CDW
-19.1%
+98.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -1.6% | +3.2% | -4.8% | -1.7% |
| 30D | +6.2% | +9.3% | -3.0% | +5.7% |
| 3M | +10.4% | +9.8% | +0.6% | +9.7% |
| 6M | -9.5% | +23.3% | -32.9% | -11.3% |
| YTD | +6.0% | +13.7% | -7.6% | +4.7% |
| 1Y | +9.3% | -6.5% | +15.8% | +9.9% |
| 3Y | +57.7% | -25.2% | +82.9% | +61.2% |
| All | +79.1% | -19.1% | +98.2% | +80.7% |
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