+103.2%
TOST vs CDW
-21.8%
+125.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | +9.4% | +2.1% | +7.4% | +8.1% |
| 30D | +13.5% | +14.7% | -1.3% | +6.4% |
| 3M | -0.1% | +11.1% | -11.3% | -6.1% |
| 6M | +22.5% | +45.6% | -23.1% | -0.1% |
| YTD | -2.4% | +17.1% | -19.5% | -13.7% |
| 1Y | -4.7% | +13.2% | -17.9% | -14.1% |
| 3Y | +103.2% | -22.2% | +125.4% | +94.8% |
| All | +103.2% | -21.8% | +125.0% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling