+863.2%
CDW vs TAP
+16.2%
+847.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +3.2% | -2.3% | +5.5% | +3.8% |
| 30D | +9.3% | -2.1% | +11.4% | +9.7% |
| 3M | +9.8% | +6.6% | +3.2% | +7.4% |
| 6M | +23.3% | -11.5% | +34.8% | +26.8% |
| YTD | +13.7% | -10.3% | +23.9% | +16.0% |
| 1Y | -6.5% | -14.4% | +7.9% | -3.5% |
| 3Y | -25.2% | -28.3% | +3.0% | -19.9% |
| 5Y | -19.5% | +1.7% | -21.2% | -24.5% |
| 10Y | +285.8% | -49.2% | +335.0% | +299.9% |
| All | +863.2% | +16.2% | +847.1% | +673.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling