+185.6%
TSCO vs CDW
+271.4%
-85.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -3.1% | -7.4% | +4.2% | -0.9% |
| 30D | -4.4% | +5.8% | -10.2% | -6.4% |
| 3M | +9.7% | +10.8% | -1.1% | +5.1% |
| 6M | -32.4% | +21.5% | -53.9% | -38.4% |
| YTD | -31.7% | +6.4% | -38.0% | -35.1% |
| 1Y | -41.3% | -14.8% | -26.5% | -40.1% |
| 3Y | -18.3% | -29.9% | +11.6% | -12.9% |
| 5Y | -10.3% | -22.9% | +12.6% | -9.3% |
| All | +185.6% | +271.4% | -85.8% | +82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling