+88.6%
TGT vs CDW
+13.2%
+75.4%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +12.7% | -7.0% | +4.8% |
| 7D | +9.5% | +3.7% | +5.7% | +8.9% |
| 30D | +6.6% | +26.0% | -19.4% | +5.2% |
| 3M | +11.0% | +10.1% | +0.9% | +10.2% |
| 6M | +29.9% | +26.1% | +3.8% | +27.6% |
| YTD | +71.4% | +25.9% | +45.6% | +70.2% |
| 1Y | +88.6% | +21.5% | +67.1% | +90.1% |
| All | +88.6% | +13.2% | +75.4% | +90.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling