+255.4%
TGT vs CDW
+903.1%
-647.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +0.8% | +3.2% | -2.4% | -0.3% |
| 30D | +12.2% | +9.3% | +2.9% | +8.6% |
| 3M | +33.8% | +9.8% | +24.0% | +28.3% |
| 6M | +39.3% | +23.3% | +16.0% | +25.6% |
| YTD | +72.9% | +13.7% | +59.2% | +59.7% |
| 1Y | +84.6% | -6.5% | +91.0% | +82.5% |
| 3Y | +46.2% | -25.2% | +71.5% | +53.9% |
| 5Y | -21.3% | -19.5% | -1.9% | -20.5% |
| 10Y | +213.5% | +285.8% | -72.3% | +103.4% |
| All | +255.4% | +903.1% | -647.7% | +113.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling