+863.2%
CDW vs TXT
+210.1%
+653.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +3.2% | -4.8% | +8.0% | +5.3% |
| 30D | +9.3% | -10.6% | +19.9% | +14.6% |
| 3M | +9.8% | -13.2% | +23.0% | +15.9% |
| 6M | +23.3% | -20.3% | +43.7% | +34.5% |
| YTD | +13.7% | -9.3% | +22.9% | +16.5% |
| 1Y | -6.5% | -2.7% | -3.8% | -7.3% |
| 3Y | -25.2% | +1.4% | -26.6% | -28.4% |
| 5Y | -19.5% | +9.6% | -29.0% | -26.6% |
| 10Y | +285.8% | +94.9% | +190.9% | +150.5% |
| All | +863.2% | +210.1% | +653.2% | +483.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling