+18.3%
TMO vs CDW
-30.1%
+48.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -2.5% | -7.4% | +4.9% | -0.9% |
| 30D | -0.3% | +5.8% | -6.1% | -1.7% |
| 3M | +25.3% | +10.8% | +14.4% | +21.1% |
| 6M | +20.9% | +21.5% | -0.6% | +12.0% |
| YTD | +4.3% | +6.4% | -2.1% | +0.4% |
| 1Y | +27.0% | -14.8% | +41.8% | +31.4% |
| All | +18.3% | -30.1% | +48.4% | +20.4% |
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 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