+511.1%
TRV vs CDW
+903.1%
-392.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -0.1% | +3.2% | -3.3% | -1.0% |
| 30D | -3.4% | +9.3% | -12.7% | -6.0% |
| 3M | +26.4% | +9.8% | +16.6% | +22.1% |
| 6M | +19.3% | +23.3% | -4.0% | +9.6% |
| YTD | +28.3% | +13.7% | +14.7% | +20.4% |
| 1Y | +34.3% | -6.5% | +40.8% | +33.0% |
| 3Y | +140.1% | -25.2% | +165.4% | +149.0% |
| 5Y | +155.7% | -19.5% | +175.2% | +151.8% |
| 10Y | +285.5% | +285.8% | -0.3% | +141.5% |
| All | +511.1% | +903.1% | -392.0% | +252.5% |
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 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