+21.5%
CDW vs THC
+46.1%
-24.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +9.6% | +3.1% | +12.7% |
| 7D | +3.7% | +8.8% | -5.1% | +3.7% |
| 30D | +26.0% | +12.6% | +13.4% | +26.4% |
| 3M | +10.1% | +15.4% | -5.3% | +10.7% |
| 6M | +26.1% | +57.7% | -31.6% | +31.7% |
| YTD | +25.9% | +47.1% | -21.2% | +32.8% |
| 1Y | +21.5% | +40.7% | -19.1% | +29.2% |
| All | +21.5% | +46.1% | -24.6% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling