+240.8%
TMUS vs CDW
+329.6%
-88.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.5% |
| 7D | +9.5% | +13.1% | -3.6% | +5.9% |
| 30D | +13.8% | +19.1% | -5.3% | +8.1% |
| 3M | -4.6% | +24.7% | -29.3% | -10.9% |
| 6M | -11.7% | +63.4% | -75.1% | -24.4% |
| YTD | -15.4% | +26.3% | -41.7% | -23.3% |
| 1Y | -16.1% | +20.6% | -36.7% | -23.0% |
| 3Y | +20.5% | -16.3% | +36.8% | +19.9% |
| 5Y | +48.7% | -3.9% | +52.7% | +36.6% |
| 10Y | +240.8% | +331.5% | -90.7% | +76.0% |
| All | +240.8% | +329.6% | -88.8% | +76.0% |
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