+531.0%
CME vs CDW
+903.1%
-372.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -1.6% | +3.2% | -4.8% | -2.2% |
| 30D | +6.2% | +9.3% | -3.0% | +4.2% |
| 3M | +10.4% | +9.8% | +0.6% | +7.6% |
| 6M | -9.5% | +23.3% | -32.9% | -15.2% |
| YTD | +6.0% | +13.7% | -7.6% | +1.0% |
| 1Y | +9.3% | -6.5% | +15.8% | +8.5% |
| 3Y | +57.7% | -25.2% | +82.9% | +61.4% |
| 5Y | +77.7% | -19.5% | +97.2% | +74.3% |
| 10Y | +281.2% | +285.8% | -4.6% | +147.5% |
| All | +531.0% | +903.1% | -372.1% | +278.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling