-80.5%
TE vs CDW
+31.7%
-112.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -2.8% |
| 7D | -19.1% | +9.3% | -28.4% | -21.5% |
| 30D | -34.1% | +14.4% | -48.5% | -37.1% |
| 3M | -60.1% | +21.4% | -81.5% | -62.8% |
| 6M | -66.0% | +72.8% | -138.8% | -72.9% |
| YTD | -71.4% | +28.0% | -99.4% | -75.1% |
| 1Y | -45.3% | +19.3% | -64.6% | -50.7% |
| 3Y | +9.1% | -15.3% | +24.4% | +14.7% |
| 5Y | -82.6% | -3.8% | -78.8% | -82.6% |
| All | -80.5% | +31.7% | -112.2% | -80.7% |
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