-3.7%
CDW vs THC
+258.4%
-262.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +9.3% | +1.0% | +8.4% | +9.2% |
| 30D | +14.4% | +5.3% | +9.0% | +13.4% |
| 3M | +21.4% | +7.1% | +14.3% | +19.9% |
| 6M | +72.8% | +46.0% | +26.8% | +60.6% |
| YTD | +28.0% | +43.9% | -15.9% | +18.1% |
| 1Y | +19.3% | +45.4% | -26.1% | +9.6% |
| 3Y | -15.3% | +421.3% | -436.6% | -44.1% |
| All | -3.7% | +258.4% | -262.1% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling