-14.6%
CDW vs TRI
-10.5%
-4.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +2.6% | -7.2% | +9.7% | +4.8% |
| 30D | +20.4% | +4.4% | +16.0% | +18.3% |
| 3M | +28.5% | +4.5% | +24.0% | +25.7% |
| 6M | +70.6% | +23.7% | +46.9% | +58.0% |
| YTD | +29.1% | -14.4% | +43.5% | +31.3% |
| 1Y | +23.8% | -17.4% | +41.2% | +27.1% |
| All | -14.6% | -10.5% | -4.1% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling