+178.3%
TRV vs CDW
-1.8%
+180.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.6% |
| 7D | -2.4% | +2.6% | -5.0% | -2.8% |
| 30D | +7.5% | +20.4% | -12.9% | +4.6% |
| 3M | +6.7% | +28.5% | -21.8% | +2.8% |
| 6M | +35.5% | +70.6% | -35.1% | +24.2% |
| YTD | +39.3% | +29.1% | +10.2% | +32.4% |
| 1Y | +41.8% | +23.8% | +18.0% | +35.7% |
| 3Y | +147.3% | -14.5% | +161.8% | +149.1% |
| 5Y | +178.3% | -1.6% | +179.9% | +159.3% |
| All | +178.3% | -1.8% | +180.1% | +159.3% |
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