+863.2%
CDW vs TRI
+349.4%
+513.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | +1.6% |
| 7D | +3.2% | -0.5% | +3.7% | +3.3% |
| 30D | +9.3% | +7.9% | +1.4% | +4.8% |
| 3M | +9.8% | +24.1% | -14.3% | -2.6% |
| 6M | +23.3% | +3.8% | +19.5% | +18.6% |
| YTD | +13.7% | -16.9% | +30.5% | +21.1% |
| 1Y | -6.5% | -38.4% | +31.9% | +17.1% |
| 3Y | -25.2% | -12.2% | -13.0% | -26.7% |
| 5Y | -19.5% | -1.8% | -17.7% | -27.3% |
| 10Y | +285.8% | +207.6% | +78.2% | +85.5% |
| All | +863.2% | +349.4% | +513.8% | +267.4% |
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 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