+293.8%
TRV vs CDW
+271.4%
+22.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -1.5% | -7.4% | +5.9% | +0.6% |
| 30D | -1.8% | +5.8% | -7.7% | -3.7% |
| 3M | +21.6% | +10.8% | +10.8% | +17.0% |
| 6M | +22.5% | +21.5% | +1.0% | +12.2% |
| YTD | +28.1% | +6.4% | +21.8% | +22.0% |
| 1Y | +37.0% | -14.8% | +51.8% | +39.5% |
| 3Y | +141.9% | -29.9% | +171.8% | +156.0% |
| 5Y | +158.5% | -22.9% | +181.4% | +155.9% |
| All | +293.8% | +271.4% | +22.4% | +143.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling