+111.2%
EEM vs CDW
+983.6%
-872.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.8% | -2.0% | +1.5% |
| 7D | -0.1% | +9.3% | -9.4% | -2.8% |
| 30D | -8.6% | +15.8% | -24.4% | -12.7% |
| 3M | -7.0% | +21.8% | -28.8% | -13.0% |
| 6M | -9.7% | +58.8% | -68.5% | -23.1% |
| YTD | +12.1% | +22.8% | -10.6% | +1.4% |
| 1Y | +14.1% | +17.9% | -3.8% | +4.5% |
| 3Y | +72.1% | -17.4% | +89.6% | +73.0% |
| 5Y | +34.1% | -5.7% | +39.8% | +25.6% |
| 10Y | +109.6% | +319.5% | -209.9% | +12.2% |
| All | +111.2% | +983.6% | -872.4% | -6.2% |
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