+892.4%
CDW vs TXT
+227.7%
+664.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | 0.0% |
| 7D | +2.1% | -2.5% | +4.6% | +3.1% |
| 30D | +14.7% | +14.4% | +0.4% | +7.8% |
| 3M | +11.1% | -4.9% | +16.0% | +12.9% |
| 6M | +45.6% | -10.2% | +55.8% | +50.5% |
| YTD | +17.1% | -4.1% | +21.2% | +16.6% |
| 1Y | +13.2% | +4.0% | +9.2% | +8.6% |
| 3Y | -22.2% | +8.0% | -30.1% | -27.7% |
| 5Y | -10.1% | +8.4% | -18.5% | -18.0% |
| 10Y | +307.0% | +116.6% | +190.4% | +152.7% |
| All | +892.4% | +227.7% | +664.8% | +484.0% |
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