+244.6%
TMUS vs CDW
+338.4%
-93.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.3% |
| 7D | +8.2% | +2.6% | +5.6% | +7.4% |
| 30D | +13.4% | +20.4% | -7.0% | +7.4% |
| 3M | -3.0% | +28.5% | -31.5% | -10.2% |
| 6M | -8.8% | +70.6% | -79.4% | -22.9% |
| YTD | -13.8% | +29.1% | -42.9% | -22.4% |
| 1Y | -17.1% | +23.8% | -40.9% | -24.4% |
| 3Y | +22.7% | -14.5% | +37.1% | +21.4% |
| 5Y | +52.8% | -1.6% | +54.4% | +39.4% |
| 10Y | +244.6% | +322.0% | -77.4% | +76.4% |
| All | +244.6% | +338.4% | -93.8% | +76.4% |
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 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