+479.9%
TEL vs CDW
+903.1%
-423.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | +3.0% | +3.2% | -0.2% | +1.5% |
| 30D | -3.9% | +9.3% | -13.2% | -8.2% |
| 3M | -5.1% | +9.8% | -14.9% | -10.4% |
| 6M | +0.6% | +23.3% | -22.7% | -13.1% |
| YTD | -7.3% | +13.7% | -20.9% | -17.5% |
| 1Y | +1.1% | -6.5% | +7.6% | -0.9% |
| 3Y | +63.7% | -25.2% | +88.9% | +76.3% |
| 5Y | +50.7% | -19.5% | +70.2% | +53.7% |
| 10Y | +290.2% | +285.8% | +4.4% | +101.8% |
| All | +479.9% | +903.1% | -423.2% | +153.6% |
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 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