+91.0%
EEM vs CDW
-29.2%
+120.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.8% |
| 7D | +3.1% | -3.9% | +7.0% | +3.5% |
| 30D | +4.9% | +6.9% | -2.0% | +3.9% |
| 3M | +5.2% | +7.7% | -2.5% | +3.8% |
| 6M | +20.7% | +18.3% | +2.4% | +16.0% |
| YTD | +26.5% | +7.8% | +18.7% | +23.6% |
| 1Y | +37.8% | -12.2% | +50.0% | +41.1% |
| 3Y | +91.0% | -28.9% | +119.9% | +93.8% |
| All | +91.0% | -29.2% | +120.2% | +93.8% |
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