-31.8%
TE vs CDW
-21.8%
-10.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.8% |
| 7D | -12.6% | +2.1% | -14.7% | -13.1% |
| 30D | -36.7% | +14.7% | -51.5% | -39.6% |
| 3M | -57.5% | +11.1% | -68.6% | -59.2% |
| 6M | -55.2% | +45.6% | -100.8% | -63.7% |
| YTD | -64.7% | +17.1% | -81.8% | -68.7% |
| 1Y | -35.9% | +13.2% | -49.0% | -41.5% |
| 3Y | -31.8% | -22.2% | -9.6% | -1.6% |
| All | -31.8% | -21.8% | -10.0% | -1.6% |
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 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