+863.2%
CDW vs TRGP
+707.9%
+155.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | +3.2% | +0.8% | +2.4% | +3.0% |
| 30D | +9.3% | +11.5% | -2.2% | +6.7% |
| 3M | +9.8% | +9.0% | +0.8% | +7.5% |
| 6M | +23.3% | +20.5% | +2.8% | +18.3% |
| YTD | +13.7% | +59.5% | -45.9% | +2.8% |
| 1Y | -6.5% | +77.9% | -84.4% | -17.5% |
| 3Y | -25.2% | +253.6% | -278.8% | -43.0% |
| 5Y | -19.5% | +615.5% | -635.0% | -46.9% |
| 10Y | +285.8% | +897.1% | -611.3% | +110.4% |
| All | +863.2% | +707.9% | +155.4% | +435.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling