-14.6%
CDW vs TAP
-24.3%
+9.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +2.6% | -8.0% | +10.6% | +3.9% |
| 30D | +20.4% | +4.1% | +16.3% | +19.8% |
| 3M | +28.5% | -4.4% | +32.8% | +29.0% |
| 6M | +70.6% | -1.9% | +72.6% | +70.8% |
| YTD | +29.1% | -12.1% | +41.1% | +30.8% |
| 1Y | +23.8% | -12.0% | +35.8% | +25.3% |
| All | -14.6% | -24.3% | +9.7% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling