+563.2%
TRV vs CDW
+1,039.4%
-476.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.9% |
| 7D | -2.4% | +2.6% | -5.0% | -3.1% |
| 30D | +7.5% | +20.4% | -12.9% | +2.0% |
| 3M | +6.7% | +28.5% | -21.8% | -1.0% |
| 6M | +35.5% | +70.6% | -35.1% | +14.5% |
| YTD | +39.3% | +29.1% | +10.2% | +25.6% |
| 1Y | +41.8% | +23.8% | +18.0% | +29.4% |
| 3Y | +147.3% | -14.5% | +161.8% | +146.2% |
| 5Y | +178.3% | -1.6% | +179.9% | +156.7% |
| 10Y | +348.3% | +322.0% | +26.3% | +172.2% |
| All | +563.2% | +1,039.4% | -476.2% | +267.7% |
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