-53.2%
TE vs CDW
+16.9%
-70.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | -4.0% | +3.2% | -7.1% | -5.0% |
| 30D | -15.9% | +9.3% | -25.2% | -18.5% |
| 3M | -60.5% | +9.8% | -70.3% | -62.4% |
| 6M | -35.2% | +23.3% | -58.6% | -42.5% |
| YTD | -31.1% | +13.7% | -44.8% | -37.3% |
| 1Y | +148.6% | -6.5% | +155.1% | +144.8% |
| 3Y | -26.4% | -25.2% | -1.2% | -19.0% |
| 5Y | -48.0% | -19.5% | -28.5% | -45.5% |
| All | -53.2% | +16.9% | -70.0% | -51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling