+994.1%
CDW vs TRI
+362.8%
+631.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | +2.6% | -7.2% | +9.7% | +6.0% |
| 30D | +20.4% | +4.4% | +16.0% | +17.2% |
| 3M | +28.5% | +4.5% | +24.0% | +24.0% |
| 6M | +70.6% | +23.7% | +46.9% | +49.3% |
| YTD | +29.1% | -14.4% | +43.5% | +34.3% |
| 1Y | +23.8% | -17.4% | +41.2% | +31.2% |
| 3Y | -14.5% | -11.0% | -3.5% | -17.3% |
| 5Y | -1.6% | +0.7% | -2.3% | -12.9% |
| 10Y | +322.0% | +224.0% | +98.0% | +95.6% |
| All | +994.1% | +362.8% | +631.3% | +307.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling