+594.1%
TMUS vs CDW
+933.5%
-339.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | +3.6% | +2.1% | +1.5% | +2.7% |
| 30D | -3.4% | +14.7% | -18.1% | -7.6% |
| 3M | -9.5% | +11.1% | -20.6% | -13.1% |
| 6M | -15.2% | +45.6% | -60.8% | -25.7% |
| YTD | -18.9% | +17.1% | -36.0% | -25.5% |
| 1Y | -17.7% | +13.2% | -30.9% | -23.6% |
| 3Y | +15.6% | -22.2% | +37.8% | +16.9% |
| 5Y | +38.9% | -10.1% | +49.0% | +29.6% |
| 10Y | +245.3% | +307.0% | -61.7% | +73.3% |
| All | +594.1% | +933.5% | -339.5% | +175.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling