+46.0%
CDW vs TXG
+16.0%
+30.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | +3.2% | +1.8% | +1.4% | +2.9% |
| 30D | +9.3% | +32.0% | -22.7% | +4.5% |
| 3M | +9.8% | +87.0% | -77.2% | -1.2% |
| 6M | +23.3% | +180.1% | -156.7% | +3.5% |
| YTD | +13.7% | +284.1% | -270.5% | -9.9% |
| 1Y | -6.5% | +361.7% | -368.2% | -28.9% |
| 3Y | -25.2% | +15.9% | -41.2% | -33.8% |
| 5Y | -19.5% | -66.2% | +46.7% | -20.8% |
| All | +46.0% | +16.0% | +30.0% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling