-3.7%
CDW vs TAP
+0.6%
-4.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.3% |
| 7D | +9.3% | +1.3% | +8.1% | +9.0% |
| 30D | +14.4% | +5.7% | +8.6% | +13.0% |
| 3M | +21.4% | -1.9% | +23.3% | +21.6% |
| 6M | +72.8% | +0.9% | +71.9% | +71.8% |
| YTD | +28.0% | -9.5% | +37.5% | +29.7% |
| 1Y | +19.3% | -9.0% | +28.3% | +20.7% |
| 3Y | -15.3% | -22.2% | +6.9% | -12.5% |
| All | -3.7% | +0.6% | -4.3% | -9.4% |
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 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