+90.2%
EMR vs CDW
-4.0%
+94.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +2.8% | +9.3% | -6.5% | -0.2% |
| 30D | +3.7% | +14.4% | -10.7% | -1.2% |
| 3M | +2.0% | +21.4% | -19.4% | -5.5% |
| 6M | +22.1% | +72.8% | -50.7% | -3.9% |
| YTD | +27.2% | +28.0% | -0.8% | +10.8% |
| 1Y | +32.0% | +19.3% | +12.7% | +19.1% |
| 3Y | +103.3% | -15.3% | +118.6% | +109.4% |
| All | +90.2% | -4.0% | +94.2% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling