-22.2%
CDW vs THC
+413.3%
-435.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | +2.1% | +3.7% | -1.6% | +1.7% |
| 30D | +14.7% | +9.0% | +5.7% | +13.7% |
| 3M | +11.1% | +10.4% | +0.7% | +9.9% |
| 6M | +45.6% | +45.7% | -0.1% | +39.7% |
| YTD | +17.1% | +42.6% | -25.5% | +12.0% |
| 1Y | +13.2% | +38.8% | -25.6% | +8.6% |
| 3Y | -22.2% | +418.8% | -441.0% | -40.9% |
| All | -22.2% | +413.3% | -435.5% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling