-17.4%
CDW vs TRGP
+247.0%
-264.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.4% | +1.4% | +4.0% |
| 7D | +9.3% | -7.2% | +16.5% | +11.1% |
| 30D | +15.8% | -4.2% | +20.0% | +16.5% |
| 3M | +21.8% | +7.0% | +14.8% | +18.2% |
| 6M | +58.8% | +11.2% | +47.5% | +51.3% |
| YTD | +22.8% | +51.1% | -28.3% | +7.0% |
| 1Y | +17.9% | +62.0% | -44.1% | +0.4% |
| 3Y | -17.4% | +248.2% | -265.6% | -41.8% |
| All | -17.4% | +247.0% | -264.5% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling