-22.5%
TNA vs CDW
-23.8%
+1.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.2% |
| 7D | -7.6% | -7.4% | -0.2% | +0.1% |
| 30D | -13.6% | +5.8% | -19.5% | -20.1% |
| 3M | +2.8% | +10.8% | -8.0% | -14.1% |
| 6M | +34.5% | +21.5% | +13.0% | -12.7% |
| YTD | +41.0% | +6.4% | +34.7% | +7.4% |
| 1Y | +52.0% | -14.8% | +66.8% | +60.4% |
| 3Y | +103.5% | -29.9% | +133.3% | +192.0% |
| 5Y | -22.5% | -22.9% | +0.3% | +3.1% |
| All | -22.5% | -23.8% | +1.3% | +3.1% |
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