+379.3%
CDW vs TRU
+238.0%
+141.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | +1.5% |
| 7D | +3.2% | -6.8% | +9.9% | +6.2% |
| 30D | +9.3% | 0.0% | +9.2% | +9.1% |
| 3M | +9.8% | +13.3% | -3.5% | +3.4% |
| 6M | +23.3% | +3.4% | +19.9% | +19.7% |
| YTD | +13.7% | -6.4% | +20.0% | +14.1% |
| 1Y | -6.5% | -9.7% | +3.2% | -5.5% |
| 3Y | -25.2% | +0.1% | -25.4% | -31.8% |
| 5Y | -19.5% | -34.0% | +14.5% | -11.7% |
| 10Y | +285.8% | +147.9% | +137.9% | +151.9% |
| All | +379.3% | +238.0% | +141.3% | +186.4% |
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