-14.8%
CDW vs TRI
-42.8%
+28.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | -7.4% | -14.4% | +7.0% | -2.6% |
| 30D | +5.8% | -8.1% | +14.0% | +8.5% |
| 3M | +10.8% | +17.5% | -6.7% | +5.1% |
| 6M | +21.5% | -5.0% | +26.4% | +20.8% |
| YTD | +6.4% | -24.7% | +31.1% | +15.1% |
| 1Y | -14.8% | -41.5% | +26.7% | -1.1% |
| All | -14.8% | -42.8% | +28.0% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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