+322.0%
CDW vs TXT
+98.8%
+223.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.7% |
| 7D | +2.6% | -0.8% | +3.4% | +3.0% |
| 30D | +20.4% | +13.4% | +7.0% | +13.2% |
| 3M | +28.5% | -2.5% | +31.0% | +29.3% |
| 6M | +70.6% | -6.2% | +76.8% | +73.2% |
| YTD | +29.1% | -1.3% | +30.4% | +26.8% |
| 1Y | +23.8% | +4.3% | +19.5% | +18.3% |
| 3Y | -14.5% | +13.2% | -27.7% | -22.8% |
| 5Y | -1.6% | +12.4% | -13.9% | -12.4% |
| 10Y | +322.0% | +94.8% | +227.2% | +161.8% |
| All | +322.0% | +98.8% | +223.2% | +161.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling