-6.5%
CDW vs TXT
-1.0%
-5.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +3.2% | -4.8% | +8.0% | +3.8% |
| 30D | +9.3% | -10.6% | +19.9% | +11.0% |
| 3M | +9.8% | -13.2% | +23.0% | +11.4% |
| 6M | +23.3% | -20.3% | +43.7% | +28.7% |
| YTD | +13.7% | -9.3% | +22.9% | +11.2% |
| 1Y | -6.5% | -2.7% | -3.8% | -9.8% |
| All | -6.5% | -1.0% | -5.5% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling