-22.8%
CDW vs TRU
-35.2%
+12.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.8% | -2.4% | -4.2% |
| 7D | -3.9% | -7.2% | +3.3% | -1.3% |
| 30D | +6.9% | -2.8% | +9.7% | +7.9% |
| 3M | +7.7% | +13.0% | -5.3% | +2.6% |
| 6M | +18.3% | +0.7% | +17.6% | +16.7% |
| YTD | +7.8% | -9.0% | +16.8% | +9.5% |
| 1Y | -12.2% | -16.3% | +4.1% | -8.5% |
| 3Y | -28.9% | -1.1% | -27.9% | -32.2% |
| 5Y | -22.8% | -36.0% | +13.2% | -4.0% |
| All | -22.8% | -35.2% | +12.4% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling