-14.0%
CDW vs TRGP
+84.4%
-98.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -4.2% | -0.7% | -3.5% | -4.1% |
| 30D | +4.9% | +9.5% | -4.6% | +2.5% |
| 3M | +7.3% | +10.8% | -3.5% | +4.0% |
| 6M | +19.2% | +25.3% | -6.2% | +12.5% |
| YTD | +6.2% | +60.3% | -54.1% | -5.1% |
| 1Y | -14.0% | +84.6% | -98.6% | -25.9% |
| All | -14.0% | +84.4% | -98.4% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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