+64.5%
CDW vs TXG
+7.8%
+56.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.4% |
| 7D | +9.3% | -1.8% | +11.2% | +9.6% |
| 30D | +14.4% | -20.4% | +34.8% | +17.6% |
| 3M | +21.4% | +0.1% | +21.3% | +19.5% |
| 6M | +72.8% | +176.2% | -103.4% | +44.3% |
| YTD | +28.0% | +256.8% | -228.8% | +1.2% |
| 1Y | +19.3% | +255.9% | -236.6% | -6.0% |
| 3Y | -15.3% | +60.2% | -75.5% | -29.4% |
| 5Y | -3.8% | -65.1% | +61.3% | -6.8% |
| All | +64.5% | +7.8% | +56.7% | +26.0% |
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