+50.7%
TEL vs CDW
-22.8%
+73.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.4% | +0.3% |
| 7D | -1.4% | -3.9% | +2.4% | +0.1% |
| 30D | -4.9% | +6.9% | -11.8% | -7.7% |
| 3M | +0.1% | +7.7% | -7.6% | -4.2% |
| 6M | +0.4% | +18.3% | -18.0% | -11.2% |
| YTD | -8.9% | +7.8% | -16.7% | -16.2% |
| 1Y | -0.3% | -12.2% | +11.9% | +2.7% |
| 3Y | +67.6% | -28.9% | +96.6% | +88.2% |
| 5Y | +50.7% | -22.8% | +73.5% | +54.8% |
| All | +50.7% | -22.8% | +73.5% | +54.8% |
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 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