-27.6%
TE vs CDW
-25.0%
-2.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | -4.0% | +3.2% | -7.1% | -5.2% |
| 30D | -15.9% | +9.3% | -25.2% | -18.9% |
| 3M | -60.5% | +9.8% | -70.3% | -62.6% |
| 6M | -35.2% | +23.3% | -58.6% | -45.0% |
| YTD | -31.1% | +13.7% | -44.8% | -38.8% |
| 1Y | +148.6% | -6.5% | +155.1% | +156.8% |
| All | -27.6% | -25.0% | -2.5% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling