+254.1%
TGT vs CDW
+1,039.4%
-785.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.1% |
| 7D | +0.5% | +2.6% | -2.1% | -0.4% |
| 30D | +6.7% | +20.4% | -13.7% | +0.2% |
| 3M | +8.4% | +28.5% | -20.1% | -1.0% |
| 6M | +40.7% | +70.6% | -29.9% | +14.8% |
| YTD | +72.2% | +29.1% | +43.1% | +51.7% |
| 1Y | +86.2% | +23.8% | +62.4% | +66.5% |
| 3Y | +68.8% | -14.5% | +83.3% | +69.1% |
| 5Y | -25.2% | -1.6% | -23.6% | -29.4% |
| 10Y | +210.0% | +322.0% | -112.0% | +93.5% |
| All | +254.1% | +1,039.4% | -785.2% | +103.2% |
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