-19.1%
TMUS vs CDW
+19.9%
-39.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.6% |
| 7D | +4.9% | +9.3% | -4.4% | +4.6% |
| 30D | +7.7% | +14.4% | -6.7% | +6.9% |
| 3M | -6.8% | +21.4% | -28.2% | -7.7% |
| 6M | -9.7% | +72.8% | -82.5% | -10.7% |
| YTD | -15.0% | +28.0% | -43.0% | -17.4% |
| 1Y | -19.1% | +19.3% | -38.5% | -21.9% |
| All | -19.1% | +19.9% | -39.1% | -21.9% |
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