-22.2%
CDW vs TLN
+538.9%
-561.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.1% | -8.0% | -1.1% |
| 7D | +2.1% | -1.3% | +3.4% | +2.0% |
| 30D | +14.7% | -10.5% | +25.2% | +15.2% |
| 3M | +11.1% | +0.1% | +11.0% | +10.7% |
| 6M | +45.6% | -17.4% | +63.0% | +46.1% |
| YTD | +17.1% | -9.7% | +26.8% | +15.8% |
| 1Y | +13.2% | -12.3% | +25.4% | +12.2% |
| 3Y | -22.2% | +528.3% | -550.5% | -31.0% |
| All | -22.2% | +538.9% | -561.1% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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