+892.4%
CDW vs TAP
+15.7%
+876.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +0.4% |
| 7D | +2.1% | +0.5% | +1.6% | +1.9% |
| 30D | +14.7% | +9.1% | +5.6% | +11.7% |
| 3M | +11.1% | -3.8% | +14.9% | +12.0% |
| 6M | +45.6% | -3.4% | +49.0% | +46.3% |
| YTD | +17.1% | -10.6% | +27.7% | +19.6% |
| 1Y | +13.2% | -4.4% | +17.6% | +13.0% |
| 3Y | -22.2% | -24.4% | +2.2% | -18.0% |
| 5Y | -10.1% | +2.1% | -12.2% | -15.8% |
| 10Y | +307.0% | -48.7% | +355.7% | +320.5% |
| All | +892.4% | +15.7% | +876.8% | +697.2% |
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