-25.1%
TGT vs CDW
-2.4%
-22.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.7% |
| 7D | +5.5% | +13.1% | -7.6% | +1.2% |
| 30D | +6.0% | +19.1% | -13.1% | -0.3% |
| 3M | +8.0% | +24.7% | -16.7% | -0.9% |
| 6M | +32.3% | +63.4% | -31.0% | +6.9% |
| YTD | +71.3% | +26.3% | +44.9% | +50.1% |
| 1Y | +86.8% | +20.6% | +66.3% | +67.5% |
| 3Y | +67.9% | -16.3% | +84.2% | +72.4% |
| 5Y | -25.1% | -3.9% | -21.1% | -33.4% |
| All | -25.1% | -2.4% | -22.7% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling