+45.8%
TNA vs CDW
-8.5%
+54.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.8% | -6.8% | -0.8% |
| 7D | -7.3% | +0.9% | -8.2% | -7.5% |
| 30D | -14.2% | +13.1% | -27.2% | -16.8% |
| 3M | -4.6% | +19.7% | -24.2% | -9.5% |
| 6M | +36.9% | +30.7% | +6.2% | +18.4% |
| YTD | +42.5% | +14.7% | +27.8% | +35.7% |
| 1Y | +45.8% | -5.3% | +51.1% | +56.0% |
| All | +45.8% | -8.5% | +54.3% | +56.0% |
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 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