-22.5%
CDW vs TRI
-8.4%
-14.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.5% | +1.3% | -2.7% |
| 7D | -3.9% | -7.1% | +3.2% | -1.1% |
| 30D | +6.9% | -2.3% | +9.2% | +7.5% |
| 3M | +7.7% | +19.6% | -11.9% | -0.4% |
| 6M | +18.3% | -8.7% | +27.0% | +20.7% |
| YTD | +7.8% | -22.3% | +30.0% | +17.9% |
| 1Y | -12.2% | -40.7% | +28.5% | +8.8% |
| 3Y | -28.9% | -17.8% | -11.2% | -31.2% |
| All | -22.5% | -8.4% | -14.1% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling