+290.7%
EMR vs CDW
+903.1%
-612.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.2% |
| 7D | -1.5% | +3.2% | -4.7% | -2.9% |
| 30D | -5.6% | +9.3% | -14.9% | -9.6% |
| 3M | +7.9% | +9.8% | -1.9% | +1.9% |
| 6M | +6.0% | +23.3% | -17.3% | -8.2% |
| YTD | +16.4% | +13.7% | +2.8% | +4.6% |
| 1Y | +16.6% | -6.5% | +23.1% | +14.3% |
| 3Y | +62.9% | -25.2% | +88.1% | +74.3% |
| 5Y | +60.1% | -19.5% | +79.6% | +61.9% |
| 10Y | +268.8% | +285.8% | -17.1% | +105.7% |
| All | +290.7% | +903.1% | -612.4% | +93.5% |
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