+234.7%
TMUS vs CDW
+325.6%
-90.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.8% | -0.7% | +2.9% |
| 7D | +5.3% | +9.3% | -4.0% | +2.8% |
| 30D | +13.5% | +15.8% | -2.2% | +8.7% |
| 3M | -4.2% | +21.8% | -26.0% | -10.1% |
| 6M | -11.9% | +58.8% | -70.7% | -24.0% |
| YTD | -15.6% | +22.8% | -38.3% | -23.0% |
| 1Y | -16.8% | +17.9% | -34.7% | -23.2% |
| 3Y | +20.8% | -17.4% | +38.2% | +20.4% |
| 5Y | +48.0% | -5.7% | +53.8% | +36.4% |
| 10Y | +234.7% | +319.5% | -84.8% | +80.2% |
| All | +234.7% | +325.6% | -90.9% | +80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling