+46.8%
TGT vs CDW
-29.2%
+76.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.2% | +4.1% | +0.1% |
| 7D | -0.6% | -3.9% | +3.2% | +0.2% |
| 30D | +9.5% | +6.9% | +2.6% | +7.6% |
| 3M | +32.3% | +7.7% | +24.6% | +28.8% |
| 6M | +37.0% | +18.3% | +18.7% | +26.9% |
| YTD | +71.0% | +7.8% | +63.3% | +63.3% |
| 1Y | +85.0% | -12.2% | +97.2% | +91.3% |
| 3Y | +46.8% | -28.9% | +75.8% | +51.6% |
| All | +46.8% | -29.2% | +76.1% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling