+206.9%
TGT vs CDW
+270.8%
-63.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.7% |
| 7D | -3.6% | -4.2% | +0.7% | -2.2% |
| 30D | +4.4% | +4.9% | -0.4% | +2.3% |
| 3M | +25.4% | +7.3% | +18.1% | +20.8% |
| 6M | +33.4% | +19.2% | +14.2% | +20.4% |
| YTD | +65.6% | +6.2% | +59.4% | +55.6% |
| 1Y | +80.3% | -14.0% | +94.3% | +83.7% |
| 3Y | +42.1% | -30.0% | +72.1% | +53.6% |
| 5Y | -25.0% | -23.6% | -1.4% | -23.0% |
| All | +206.9% | +270.8% | -63.9% | +90.6% |
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