+863.2%
CDW vs TDY
+705.6%
+157.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | +3.2% | -1.8% | +5.0% | +4.2% |
| 30D | +9.3% | -10.7% | +20.0% | +15.9% |
| 3M | +9.8% | -1.3% | +11.1% | +10.0% |
| 6M | +23.3% | -10.6% | +33.9% | +29.2% |
| YTD | +13.7% | +19.6% | -5.9% | +0.8% |
| 1Y | -6.5% | +11.6% | -18.1% | -14.1% |
| 3Y | -25.2% | +45.2% | -70.4% | -41.4% |
| 5Y | -19.5% | +36.1% | -55.5% | -35.1% |
| 10Y | +285.8% | +458.8% | -173.0% | +50.5% |
| All | +863.2% | +705.6% | +157.6% | +241.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling