-9.3%
CDW vs TAP
+2.0%
-11.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +0.1% |
| 7D | +2.1% | +0.5% | +1.6% | +2.0% |
| 30D | +14.7% | +9.1% | +5.6% | +12.7% |
| 3M | +11.1% | -3.8% | +14.9% | +11.7% |
| 6M | +45.6% | -3.4% | +49.0% | +46.2% |
| YTD | +17.1% | -10.6% | +27.7% | +19.0% |
| 1Y | +13.2% | -4.4% | +17.6% | +13.0% |
| 3Y | -22.2% | -24.4% | +2.2% | -19.0% |
| All | -9.3% | +2.0% | -11.2% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling