+36.9%
EMB vs CDW
+338.4%
-301.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.1% |
| 7D | -0.4% | +2.6% | -3.0% | -0.7% |
| 30D | +1.5% | +20.4% | -18.9% | -0.8% |
| 3M | -1.6% | +28.5% | -30.0% | -4.7% |
| 6M | -1.5% | +70.6% | -72.1% | -8.4% |
| YTD | -0.1% | +29.1% | -29.2% | -4.4% |
| 1Y | +0.5% | +23.8% | -23.3% | -3.3% |
| 3Y | +30.2% | -14.5% | +44.7% | +30.3% |
| 5Y | +8.6% | -1.6% | +10.1% | +5.1% |
| 10Y | +36.9% | +322.0% | -285.1% | +18.9% |
| All | +36.9% | +338.4% | -301.6% | +18.9% |
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 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