+315.1%
EMR vs CDW
+933.5%
-618.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | -1.6% | +2.1% | -3.7% | -2.7% |
| 30D | +2.0% | +14.7% | -12.8% | -4.2% |
| 3M | +3.8% | +11.1% | -7.3% | -2.2% |
| 6M | +10.5% | +45.6% | -35.1% | -9.8% |
| YTD | +23.7% | +17.1% | +6.6% | +8.7% |
| 1Y | +25.4% | +13.2% | +12.2% | +12.0% |
| 3Y | +86.6% | -22.2% | +108.8% | +94.4% |
| 5Y | +83.0% | -10.1% | +93.1% | +74.5% |
| 10Y | +319.5% | +307.0% | +12.5% | +127.3% |
| All | +315.1% | +933.5% | -618.5% | +101.0% |
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 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