+444.4%
CDW vs TRU
+247.4%
+197.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.4% |
| 3M | +28.5% | +2.3% | +26.2% | +26.5% |
| 6M | +70.6% | +17.7% | +52.9% | +57.3% |
| YTD | +29.1% | -3.8% | +32.9% | +27.6% |
| 1Y | +23.8% | -0.3% | +24.1% | +20.3% |
| 3Y | -14.5% | +58.4% | -72.9% | -36.0% |
| 5Y | -1.6% | -24.0% | +22.4% | +0.3% |
| 10Y | +322.0% | +187.9% | +134.1% | +160.9% |
| All | +444.4% | +247.4% | +197.0% | +220.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling