-5.3%
CDW vs TRU
-13.7%
+8.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.0% | +6.9% | +7.6% |
| 7D | +0.9% | -2.7% | +3.7% | +1.8% |
| 30D | +13.1% | -2.0% | +15.1% | +13.7% |
| 3M | +19.7% | +18.4% | +1.2% | +14.1% |
| 6M | +30.7% | +8.9% | +21.9% | +26.9% |
| YTD | +14.7% | -8.9% | +23.6% | +15.6% |
| 1Y | -5.3% | -15.9% | +10.6% | -5.2% |
| All | -5.3% | -13.7% | +8.3% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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