+203.4%
TGT vs CDW
+271.4%
-68.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -5.0% | -7.4% | +2.3% | -2.6% |
| 30D | +3.0% | +5.8% | -2.8% | +0.7% |
| 3M | +22.6% | +10.8% | +11.8% | +16.8% |
| 6M | +31.2% | +21.5% | +9.7% | +17.6% |
| YTD | +63.7% | +6.4% | +57.3% | +53.7% |
| 1Y | +78.5% | -14.8% | +93.3% | +82.5% |
| 3Y | +40.5% | -29.9% | +70.4% | +51.8% |
| 5Y | -25.6% | -22.9% | -2.7% | -23.8% |
| All | +203.4% | +271.4% | -68.0% | +88.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling