+263.9%
TPR vs CDW
-5.0%
+268.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.8% | -2.4% | +0.9% |
| 7D | +12.7% | +9.3% | +3.4% | +8.9% |
| 30D | +17.1% | +15.8% | +1.3% | +10.5% |
| 3M | -15.9% | +21.8% | -37.7% | -22.9% |
| 6M | +2.6% | +58.8% | -56.2% | -18.2% |
| YTD | +7.5% | +22.8% | -15.3% | -6.6% |
| 1Y | +32.9% | +17.9% | +15.0% | +18.0% |
| 3Y | +413.8% | -17.4% | +431.3% | +429.3% |
| 5Y | +263.9% | -5.7% | +269.6% | +215.4% |
| All | +263.9% | -5.0% | +268.9% | +215.4% |
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