+319.5%
CDW vs TAP
-49.5%
+369.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.2% | +6.0% | +5.2% |
| 7D | +9.3% | -7.8% | +17.1% | +12.0% |
| 30D | +15.8% | +7.1% | +8.7% | +13.3% |
| 3M | +21.8% | -7.0% | +28.8% | +24.0% |
| 6M | +58.8% | -3.8% | +62.6% | +59.6% |
| YTD | +22.8% | -11.7% | +34.5% | +25.8% |
| 1Y | +17.9% | -10.1% | +28.0% | +20.0% |
| 3Y | -17.4% | -23.7% | +6.3% | -13.3% |
| 5Y | -5.7% | +2.9% | -8.6% | -12.5% |
| 10Y | +319.5% | -49.5% | +369.0% | +276.8% |
| All | +319.5% | -49.5% | +369.0% | +276.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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