-40.9%
TSCO vs CDW
-5.0%
-35.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | +0.8% | +3.2% | -2.4% | +0.4% |
| 30D | +5.5% | +9.3% | -3.8% | +4.3% |
| 3M | +20.0% | +9.8% | +10.2% | +18.1% |
| 6M | -29.8% | +23.3% | -53.1% | -33.1% |
| YTD | -28.7% | +13.7% | -42.3% | -31.9% |
| 1Y | -40.9% | -6.5% | -34.4% | -44.1% |
| All | -40.9% | -5.0% | -35.9% | -44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling