+970.6%
CDW vs TAP
+14.7%
+955.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +13.1% | -4.5% | +17.6% | +14.7% |
| 30D | +19.1% | +7.5% | +11.7% | +16.5% |
| 3M | +24.7% | -4.9% | +29.6% | +26.2% |
| 6M | +63.4% | -3.5% | +66.8% | +64.1% |
| YTD | +26.3% | -11.4% | +37.7% | +29.3% |
| 1Y | +20.6% | -10.8% | +31.4% | +23.0% |
| 3Y | -16.3% | -24.5% | +8.2% | -11.8% |
| 5Y | -3.9% | +2.5% | -6.4% | -10.1% |
| 10Y | +331.5% | -47.6% | +379.1% | +343.0% |
| All | +970.6% | +14.7% | +955.9% | +762.0% |
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