+196.8%
TSCO vs CDW
+312.7%
-115.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +0.3% | +9.3% | -9.1% | -2.4% |
| 30D | +11.3% | +14.4% | -3.0% | +6.5% |
| 3M | +1.5% | +21.4% | -19.9% | -5.3% |
| 6M | +24.0% | +72.8% | -48.8% | +2.1% |
| YTD | -25.7% | +28.0% | -53.7% | -33.7% |
| 1Y | -33.6% | +19.3% | -52.9% | -39.3% |
| 3Y | -1.5% | -15.3% | +13.8% | -1.4% |
| 5Y | -9.6% | -3.8% | -5.8% | -15.1% |
| All | +196.8% | +312.7% | -115.9% | +82.9% |
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