-42.5%
TNA vs CDW
-1.8%
-40.7%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +0.4% |
| 7D | -2.1% | +2.6% | -4.7% | -4.1% |
| 30D | +3.1% | +20.4% | -17.3% | -15.6% |
| 3M | -20.2% | +28.5% | -48.6% | -41.0% |
| 6M | -10.0% | +70.6% | -80.6% | -56.9% |
| YTD | +30.3% | +29.1% | +1.3% | -20.7% |
| 1Y | +31.1% | +23.8% | +7.3% | -14.8% |
| 3Y | +149.4% | -14.5% | +163.8% | +182.7% |
| 5Y | -42.5% | -1.6% | -40.9% | -48.0% |
| All | -42.5% | -1.8% | -40.7% | -48.0% |
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 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