-17.4%
TOST vs CDW
-5.0%
-12.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -3.4% | +3.2% | -6.6% | -4.6% |
| 30D | -2.4% | +9.3% | -11.7% | -5.9% |
| 3M | +34.6% | +9.8% | +24.8% | +28.1% |
| 6M | +15.2% | +23.3% | -8.1% | +0.9% |
| YTD | -4.4% | +13.7% | -18.0% | -12.7% |
| 1Y | -17.4% | -6.5% | -10.9% | -22.9% |
| All | -17.4% | -5.0% | -12.4% | -22.9% |
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