+42.0%
TMUS vs CDW
-19.1%
+61.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.3% |
| 7D | +0.1% | +3.2% | -3.1% | -0.4% |
| 30D | +5.3% | +9.3% | -4.0% | +3.9% |
| 3M | +3.1% | +9.8% | -6.7% | +1.5% |
| 6M | -16.5% | +23.3% | -39.8% | -19.8% |
| YTD | -9.2% | +13.7% | -22.8% | -11.9% |
| 1Y | -26.5% | -6.5% | -20.0% | -26.2% |
| 3Y | +39.0% | -25.2% | +64.3% | +42.2% |
| All | +42.0% | -19.1% | +61.1% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling