+280.3%
EMR vs CDW
+315.4%
-35.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +2.7% | +9.1% | -6.4% | -1.2% |
| 30D | +2.1% | +13.7% | -11.6% | -4.0% |
| 3M | +2.3% | +27.0% | -24.8% | -9.4% |
| 6M | +22.5% | +75.9% | -53.4% | -9.6% |
| YTD | +27.2% | +28.9% | -1.7% | +6.1% |
| 1Y | +28.0% | +19.6% | +8.4% | +11.1% |
| 3Y | +103.4% | -14.6% | +118.1% | +104.4% |
| 5Y | +88.2% | -3.2% | +91.3% | +72.3% |
| All | +280.3% | +315.4% | -35.2% | +94.1% |
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