+285.8%
TEL vs CDW
+312.7%
-26.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +4.5% | +9.3% | -4.8% | +0.4% |
| 30D | +2.9% | +14.4% | -11.5% | -3.8% |
| 3M | +1.1% | +21.4% | -20.3% | -8.8% |
| 6M | +5.0% | +72.8% | -67.8% | -22.2% |
| YTD | -3.9% | +28.0% | -31.9% | -20.2% |
| 1Y | -7.4% | +19.3% | -26.8% | -20.1% |
| 3Y | +81.0% | -15.3% | +96.3% | +83.2% |
| 5Y | +42.3% | -3.8% | +46.1% | +31.8% |
| All | +285.8% | +312.7% | -26.9% | +108.6% |
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 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