-17.1%
TMUS vs CDW
+23.0%
-40.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.7% |
| 7D | +8.2% | +2.6% | +5.6% | +8.0% |
| 30D | +13.4% | +20.4% | -7.0% | +12.3% |
| 3M | -3.0% | +28.5% | -31.5% | -4.2% |
| 6M | -8.8% | +70.6% | -79.4% | -9.8% |
| YTD | -13.8% | +29.1% | -42.9% | -16.2% |
| 1Y | -17.1% | +23.8% | -40.9% | -19.5% |
| All | -17.1% | +23.0% | -40.1% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling