+132.3%
EEM vs CDW
+262.5%
-130.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | +2.0% | -4.2% | +6.2% | +3.1% |
| 30D | +5.1% | +4.9% | +0.2% | +3.4% |
| 3M | +4.6% | +7.3% | -2.7% | +1.3% |
| 6M | +17.8% | +19.2% | -1.4% | +8.4% |
| YTD | +25.8% | +6.2% | +19.6% | +19.6% |
| 1Y | +36.4% | -14.0% | +50.4% | +38.6% |
| 3Y | +90.0% | -30.0% | +120.0% | +101.9% |
| 5Y | +46.6% | -23.6% | +70.2% | +47.2% |
| 10Y | +132.3% | +269.4% | -137.1% | +37.7% |
| All | +132.3% | +262.5% | -130.2% | +37.7% |
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 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