-3.0%
CDW vs TXG
-63.1%
+60.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.5% | +2.4% |
| 7D | +2.6% | -8.1% | +10.7% | +3.7% |
| 30D | +20.4% | -17.5% | +37.9% | +23.1% |
| 3M | +28.5% | +6.1% | +22.4% | +25.4% |
| 6M | +70.6% | +202.7% | -132.1% | +39.8% |
| YTD | +29.1% | +280.4% | -251.4% | +0.3% |
| 1Y | +23.8% | +274.0% | -250.2% | -3.9% |
| 3Y | -14.5% | +74.9% | -89.4% | -30.1% |
| All | -3.0% | -63.1% | +60.2% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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