+62.5%
EMB vs CDW
+903.1%
-840.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | 0.0% | +3.2% | -3.2% | -0.4% |
| 30D | -0.3% | +9.3% | -9.6% | -1.4% |
| 3M | -0.4% | +9.8% | -10.2% | -1.8% |
| 6M | +0.1% | +23.3% | -23.2% | -3.2% |
| YTD | +1.6% | +13.7% | -12.1% | -0.9% |
| 1Y | +5.6% | -6.5% | +12.1% | +5.4% |
| 3Y | +29.8% | -25.2% | +55.1% | +32.0% |
| 5Y | +7.3% | -19.5% | +26.8% | +6.8% |
| 10Y | +30.4% | +285.8% | -255.4% | +11.1% |
| All | +62.5% | +903.1% | -840.6% | +28.4% |
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