+154.5%
TRV vs CDW
-23.8%
+178.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +0.2% | -4.2% | +4.4% | +0.7% |
| 30D | -2.3% | +4.9% | -7.2% | -3.1% |
| 3M | +22.7% | +7.3% | +15.4% | +21.0% |
| 6M | +21.9% | +19.2% | +2.8% | +17.1% |
| YTD | +27.5% | +6.2% | +21.3% | +24.7% |
| 1Y | +36.2% | -14.0% | +50.3% | +38.2% |
| 3Y | +140.6% | -30.0% | +170.6% | +149.6% |
| 5Y | +154.5% | -23.6% | +178.1% | +156.5% |
| All | +154.5% | -23.8% | +178.3% | +156.5% |
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