-9.6%
TOST vs CDW
+23.0%
-32.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.9% |
| 7D | -3.6% | +2.6% | -6.2% | -4.5% |
| 30D | +8.9% | +20.4% | -11.5% | +2.3% |
| 3M | -2.2% | +28.5% | -30.7% | -11.0% |
| 6M | +41.0% | +70.6% | -29.6% | +13.5% |
| YTD | -4.0% | +29.1% | -33.1% | -16.1% |
| 1Y | -9.6% | +23.8% | -33.4% | -19.3% |
| All | -9.6% | +23.0% | -32.6% | -19.3% |
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