-43.8%
TOST vs CDW
-10.0%
-33.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.1% | +5.5% | +3.0% |
| 7D | +11.6% | -4.1% | +15.7% | +13.5% |
| 30D | +16.2% | +16.7% | -0.5% | +5.0% |
| 3M | +1.0% | +13.6% | -12.6% | -8.9% |
| 6M | +23.2% | +17.0% | +6.2% | +4.5% |
| YTD | -1.0% | +18.1% | -19.1% | -17.4% |
| 1Y | -9.9% | +10.5% | -20.3% | -20.9% |
| 3Y | +101.0% | -20.9% | +121.9% | +112.0% |
| 5Y | -40.4% | -9.3% | -31.1% | -46.7% |
| All | -43.8% | -10.0% | -33.7% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling