+940.6%
CDW vs TRGP
+665.2%
+275.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.4% | +1.4% | +4.2% |
| 7D | +9.3% | -7.2% | +16.5% | +10.9% |
| 30D | +15.8% | -4.2% | +20.0% | +16.5% |
| 3M | +21.8% | +7.0% | +14.8% | +19.5% |
| 6M | +58.8% | +11.2% | +47.5% | +54.2% |
| YTD | +22.8% | +51.1% | -28.3% | +12.0% |
| 1Y | +17.9% | +62.0% | -44.1% | +5.9% |
| 3Y | -17.4% | +248.2% | -265.6% | -36.9% |
| 5Y | -5.7% | +432.4% | -438.1% | -34.4% |
| 10Y | +319.5% | +739.5% | -420.0% | +134.1% |
| All | +940.6% | +665.2% | +275.4% | +483.3% |
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