-1.6%
CDW vs TRU
-25.4%
+23.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | +20.4% | +24.3% | -3.9% | +11.2% |
| 3M | +28.5% | +2.3% | +26.2% | +26.9% |
| 6M | +70.6% | +17.7% | +52.9% | +59.6% |
| YTD | +29.1% | -3.8% | +32.9% | +28.1% |
| 1Y | +23.8% | -0.3% | +24.1% | +21.1% |
| 3Y | -14.5% | +58.4% | -72.9% | -31.9% |
| 5Y | -1.6% | -24.0% | +22.4% | +10.9% |
| All | -1.6% | -25.4% | +23.8% | +10.9% |
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