+252.1%
TGT vs CDW
+1,014.9%
-762.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.7% |
| 7D | +5.5% | +13.1% | -7.6% | +1.4% |
| 30D | +6.0% | +19.1% | -13.1% | 0.0% |
| 3M | +8.0% | +24.7% | -16.7% | -0.4% |
| 6M | +32.3% | +63.4% | -31.0% | +9.5% |
| YTD | +71.3% | +26.3% | +44.9% | +51.9% |
| 1Y | +86.8% | +20.6% | +66.3% | +68.5% |
| 3Y | +67.9% | -16.3% | +84.2% | +69.3% |
| 5Y | -25.1% | -3.9% | -21.1% | -28.7% |
| 10Y | +211.8% | +331.5% | -119.7% | +94.1% |
| All | +252.1% | +1,014.9% | -762.7% | +103.4% |
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 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