+443.5%
CDW vs TRU
+243.2%
+200.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | +9.1% | -2.2% | +11.3% | +10.1% |
| 30D | +13.7% | +20.2% | -6.5% | +4.8% |
| 3M | +27.0% | +2.2% | +24.8% | +25.2% |
| 6M | +75.9% | +17.6% | +58.3% | +62.2% |
| YTD | +28.9% | -5.0% | +33.8% | +28.1% |
| 1Y | +19.6% | -1.0% | +20.6% | +16.6% |
| 3Y | -14.6% | +56.5% | -71.1% | -35.8% |
| 5Y | -3.2% | -26.2% | +23.1% | +0.1% |
| 10Y | +321.3% | +184.5% | +136.8% | +161.8% |
| All | +443.5% | +243.2% | +200.3% | +221.4% |
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