-22.9%
CDW vs TDY
+34.3%
-57.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | 0.0% |
| 7D | -7.4% | -1.9% | -5.5% | -6.4% |
| 30D | +5.8% | -12.5% | +18.3% | +13.4% |
| 3M | +10.8% | -0.8% | +11.6% | +10.6% |
| 6M | +21.5% | -9.0% | +30.4% | +26.2% |
| YTD | +6.4% | +16.8% | -10.4% | -5.7% |
| 1Y | -14.8% | +9.5% | -24.3% | -21.7% |
| 3Y | -29.9% | +45.4% | -75.3% | -46.8% |
| 5Y | -22.9% | +37.8% | -60.7% | -41.2% |
| All | -22.9% | +34.3% | -57.2% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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