-41.3%
TE vs CDW
-22.8%
-18.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -5.2% | +15.2% | +12.5% |
| 7D | +18.2% | -3.9% | +22.1% | +20.2% |
| 30D | -13.5% | +6.9% | -20.4% | -16.7% |
| 3M | -44.6% | +7.7% | -52.3% | -48.6% |
| 6M | -24.7% | +18.3% | -43.0% | -37.3% |
| YTD | -24.3% | +7.8% | -32.0% | -33.7% |
| 1Y | +155.6% | -12.2% | +167.7% | +158.1% |
| 3Y | -18.3% | -28.9% | +10.7% | -0.7% |
| 5Y | -41.3% | -22.8% | -18.5% | -32.7% |
| All | -41.3% | -22.8% | -18.5% | -32.7% |
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 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