+604.5%
TDG vs CDW
+312.7%
+291.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.8% | +1.5% |
| 7D | +1.7% | +9.3% | -7.6% | -2.5% |
| 30D | +9.7% | +14.4% | -4.7% | +2.1% |
| 3M | -2.3% | +21.4% | -23.7% | -12.7% |
| 6M | +1.3% | +72.8% | -71.5% | -26.4% |
| YTD | -8.5% | +28.0% | -36.5% | -25.1% |
| 1Y | -8.1% | +19.3% | -27.5% | -21.9% |
| 3Y | +43.4% | -15.3% | +58.7% | +41.6% |
| 5Y | +127.8% | -3.8% | +131.6% | +101.4% |
| All | +604.5% | +312.7% | +291.8% | +195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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