+266.1%
CDW vs TXT
+98.4%
+167.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.6% | -5.8% | -5.5% |
| 7D | -3.9% | -0.2% | -3.7% | -3.8% |
| 30D | +6.9% | -11.1% | +18.0% | +12.6% |
| 3M | +7.7% | -13.0% | +20.7% | +13.8% |
| 6M | +18.3% | -16.2% | +34.5% | +26.5% |
| YTD | +7.8% | -8.7% | +16.5% | +10.2% |
| 1Y | -12.2% | -3.8% | -8.4% | -12.6% |
| 3Y | -28.9% | +5.5% | -34.5% | -33.6% |
| 5Y | -22.8% | +12.3% | -35.1% | -31.1% |
| 10Y | +266.1% | +97.4% | +168.7% | +127.7% |
| All | +266.1% | +98.4% | +167.6% | +127.7% |
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