+121.4%
TDG vs CDW
-3.3%
+124.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | +1.2% | +9.1% | -7.9% | -1.4% |
| 30D | +8.1% | +13.7% | -5.6% | +3.7% |
| 3M | -2.6% | +27.0% | -29.7% | -10.3% |
| 6M | +1.0% | +75.9% | -74.9% | -18.2% |
| YTD | -9.5% | +28.9% | -38.4% | -20.1% |
| 1Y | -8.0% | +19.6% | -27.6% | -16.0% |
| 3Y | +41.8% | -14.6% | +56.4% | +44.8% |
| All | +121.4% | -3.3% | +124.8% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling